A Single Index Model procedure for interpolation intervals in Time Series
dc.contributor.author | Alonso, Andres | |
dc.contributor.author | García S., Ana | |
dc.contributor.author | Quintas, Silvia | |
dc.date.accessioned | 2011-02-15T11:28:23Z | |
dc.date.available | 2011-02-15T11:28:23Z | |
dc.date.issued | 2011-02-15T11:28:23Z | |
dc.identifier.uri | http://hdl.handle.net/10115/4885 | |
dc.description.abstract | 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. | es |
dc.language.iso | en | es |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | |
dc.subject | Matemáticas | es |
dc.title | A Single Index Model procedure for interpolation intervals in Time Series | es |
dc.type | info:eu-repo/semantics/article | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | |
dc.subject.unesco | 12 Matemáticas | es |
dc.description.departamento | Estadística e Investigación Operativa |
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