| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1148864 | Journal of Statistical Planning and Inference | 2013 | 16 Pages |
Abstract
This paper discusses method for constructing the prediction intervals for time series model with trend using the sieve bootstrap procedure. Gasser–Müller type of kernel estimator is used for trend estimation and prediction. The boundary modification of the kernel is applied to control the edge effect and to construct the predictor of a trend.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Grzegorz Chłapiński, Roman Różański,