Bootstrap prediction intervals for power-transformed time series

B-Tier

Journal: International Journal of Forecasting

Year: 2005

Volume: 21

Issue: 2

Pages: 219-235

Authors (3)

Pascual, Lorenzo (not in RePEc) Romo, Juan (not in RePEc) Ruiz, Esther (Universidad Carlos III de Madr...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count