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Examinando Documentos de Trabajo por Autor "Alonso, Andres"

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    A Single Index Model procedure for interpolation intervals in Time Series
    (2011-02-15T11:28:23Z) Alonso, Andres; García S., Ana; Quintas, Silvia
    In this paper we propose a procedure that uses single index model to construct interpolation intervals for a general class of linear processes. We present an extensive Monte Carlo experiment studying the finite sample properties of this procedure. Finally, we illustrate the performance of the proposed method with a real data example.