Semiparametric Bootstrap Prediction Intervals in time Series
One of the main goals of studying the time series is estimation of prediction interval based on an observed sample path of the process. In recent years, different semiparametric bootstrap methods have been proposed to find the prediction intervals without any assumption of error distribution. In sem...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Kharazmi University
2015-07-01
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| Series: | پژوهشهای ریاضی |
| Subjects: | |
| Online Access: | http://mmr.khu.ac.ir/article-1-2525-en.html |