Journalartikel
Autorenliste: Staszewska-Bystrova, A; Winker, P
Jahr der Veröffentlichung: 2016
Seiten: 89-98
Zeitschrift: Statistical Papers
Bandnummer: 57
Heftnummer: 1
ISSN: 0932-5026
eISSN: 1613-9798
DOI Link: https://doi.org/10.1007/s00362-014-0643-1
Verlag: Springer
Abstract:
Improved implementations of previously suggested methods for constructing bootstrap prediction intervals for the self-exciting threshold autoregressive model are presented. The simulation results are compared with those reported by Li (2011). It is found that better estimates of actual coverage rates are obtained using the improved version of the methods.
Zitierstile
Harvard-Zitierstil: Staszewska-Bystrova, A. and Winker, P. (2016) Improved bootstrap prediction intervals for SETAR models, Statistical Papers, 57(1), pp. 89-98. https://doi.org/10.1007/s00362-014-0643-1
APA-Zitierstil: Staszewska-Bystrova, A., & Winker, P. (2016). Improved bootstrap prediction intervals for SETAR models. Statistical Papers. 57(1), 89-98. https://doi.org/10.1007/s00362-014-0643-1
