BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSION

被引:150
作者
THOMBS, LA [1 ]
SCHUCANY, WR [1 ]
机构
[1] SO METHODIST UNIV,DEPT STAT SCI,DALLAS,TX 75275
关键词
D O I
10.2307/2289788
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:486 / 492
页数:7
相关论文
共 16 条
[1]  
BAI CG, 1988, ANN STAT, V16, P953, DOI 10.1214/aos/1176350934
[2]  
Box G.E.P., 1976, TIME SERIES ANAL
[3]   BISPECTRAL-BASED TESTS FOR THE DETECTION OF GAUSSIANITY AND LINEARITY IN TIME-SERIES [J].
BROCKETT, PL ;
HINICH, MJ ;
PATTERSON, D .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1988, 83 (403) :657-664
[5]  
EFRON B, 1987, J AM STAT ASSOC, V82, P171, DOI 10.2307/2289144
[6]  
Efron B., 1986, STAT SCI, P54, DOI DOI 10.1214/SS/1177013815
[7]  
FINDLEY D, 1986, 17 S INT AMST N HOLL, P11
[8]  
FREEDMAN D, 1985, ANN STAT, V12, P827
[9]   BOOTSTRAPPING A REGRESSION EQUATION - SOME EMPIRICAL RESULTS [J].
FREEDMAN, DA ;
PETERS, SC .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1984, 79 (385) :97-106
[10]   BOOTSTRAPPING REGRESSION-MODELS [J].
FREEDMAN, DA .
ANNALS OF STATISTICS, 1981, 9 (06) :1218-1228