Alonso, AndresGarcía S., AnaQuintas, Silvia2011-02-152011-02-152011-02-15http://hdl.handle.net/10115/4885In 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.enAtribución-NoComercial-SinDerivadas 3.0 Españahttp://creativecommons.org/licenses/by-nc-nd/3.0/es/Matemáticasinfo:eu-repo/semantics/articleinfo:eu-repo/semantics/openAccess12 Matemáticas