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- W810565739 abstract "The distributional properties of forecasts in an integer-valued time series model have not been discovered yet mainly because of the complexity arising from the binomial thinning operator. We propose two bootstrap methods to obtain nonparametric prediction intervals for an integer-valued autoregressive model : one accommodates the variation of estimating parameters and the other does not. Contrary to the results of the continuous ARMA model, we show that the latter is better than the former in forecasting the future values of the integer-valued autoregressive model." @default.
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- W810565739 date "2006-08-31" @default.
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- W810565739 title "Bootstrap Confidence Intervals for the INAR(p) Process" @default.
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- W810565739 doi "https://doi.org/10.5351/ckss.2006.13.2.343" @default.
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