Ruiz Esther

Esther Ruiz

Information about the author Esther Ruiz will soon be added to the site.
Found 3 papers in total
Prediction intervals in conditionally heteroscedastic time series with stochastic components
2011
Differencing is a very popular stationary transformation for series with stochastic...
Bootstrap prediction intervals for power-transformed time series
2005
In this paper, we propose a bootstrap procedure to construct prediction intervals for...
Effects of parameter estimation on prediction densities: A bootstrap approach
2001
We use a bootstrap procedure to study the impact of parameter estimation on prediction...
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