Abstract
A Fortran routine for constructing nonparametric prediction intervals for a general class of linear processes is described. The approach uses the sieve bootstrap procedure of Bühlmann (1997) based on residual resampling from an autoregressive approximation to the given process.
DOI
10.22237/jmasm/1083371160
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
