Resumen de A time series Bootstrap procedure for interpolation intervals

Andrés M. Alonso Fernández , Ana Elizabeth García Sipols

• A sieve bootstrap procedure for constructing interpolation intervals for a general class of linear processes is proposed. This sieve bootstrap provides consistent estimators of the conditional distribution of the missing values, given observed data. A Monte Carlo experiment is used to show the nite sample properties of the sieve bootstrap and nally, the performance of the proposed method is illustrated with a real data example