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A Single Index Model procedure for interpolation intervals in Time Series

dc.contributor.authorAlonso, Andres
dc.contributor.authorGarcía S., Ana
dc.contributor.authorQuintas, Silvia
dc.date.accessioned2011-02-15T11:28:23Z
dc.date.available2011-02-15T11:28:23Z
dc.date.issued2011-02-15T11:28:23Z
dc.identifier.urihttp://hdl.handle.net/10115/4885
dc.description.abstractIn 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.isoenes
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subjectMatemáticases
dc.titleA Single Index Model procedure for interpolation intervals in Time Serieses
dc.typeinfo:eu-repo/semantics/articlees
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.subject.unesco12 Matemáticases
dc.description.departamentoEstadística e Investigación Operativa


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