A time series Bootstrap procedure for interpolation intervals

• Autores: Andrés M. Alonso Fernández , Ana Elizabeth García Sipols
• Localización: XXXI Congreso Nacional de Estadística e Investigación Operativa ; V Jornadas de Estadística Pública: Murcia, 10-13 de febrero de 2009 : Libro de Actas, 2009, ISBN 978-84-691-8159-1
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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