Bootstrapping forecast intervals: An application to AR(p) models.
- Published in:
- Journal of Forecasting, 1994, v. 13, n. 1, p. 51, doi. 10.1002/for.3980130107
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 1994 AND VI 13 AND IP 1
Results: 6
1
2
On robust estimation of threshold autoregressions.
- Published in:
- Journal of Forecasting, 1994, v. 13, n. 1, p. 37, doi. 10.1002/for.3980130106
- By:
- Publication type:
- Article
3
A Bayesian decision approach to model monitoring and cusums.
- Published in:
- Journal of Forecasting, 1994, v. 13, n. 1, p. 29, doi. 10.1002/for.3980130105
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- Publication type:
- Article
4
A non-linear combination of experts' forecasts: A Bayesian approach.
- Published in:
- Journal of Forecasting, 1994, v. 13, n. 1, p. 21, doi. 10.1002/for.3980130104
- By:
- Publication type:
- Article
5
An envelope function model for forecasting athletics records.
- Published in:
- Journal of Forecasting, 1994, v. 13, n. 1, p. 11, doi. 10.1002/for.3980130103
- By:
- Publication type:
- Article
6
Forecasting from non-linear models in practice.
- Published in:
- Journal of Forecasting, 1994, v. 13, n. 1, p. 1, doi. 10.1002/for.3980130102
- By:
- Publication type:
- Article