Discussion of “Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions”, by Li Pan and Dimitris Politis

Discussion of “Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions”, by Li Pan and Dimitris Politis

Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 177, October 2016, Pages 31-34

Sílvia Gonçalves, Benoit Perron,