𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting autoregressive time series with bias-corrected parameter estimators

✍ Scribed by Jae H. Kim

Book ID
114174774
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
433 KB
Volume
19
Category
Article
ISSN
0169-2070

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Bias-corrected bootstrap prediction inte
Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting
✍ Jae H. Kim; Haiyan Song; Kevin K. F. Wong πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 673 KB

## Abstract This paper proposes the use of the bias‐corrected bootstrap for interval forecasting of an autoregressive time series with an arbitrary number of deterministic components. We use the bias‐corrected bootstrap based on two alternative bias‐correction methods: the bootstrap and an analytic