Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators

B-Tier

Journal: International Journal of Forecasting

Year: 2004

Volume: 20

Issue: 1

Pages: 85-97

Authors (1)

Kim, Jae H.

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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