ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES (Q4272768): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Prediction Mean Squared Error for State Space Models with Estimated Parameters / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4101268 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Properties of Predictors for Autoregressive Time Series / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The bootstrap and Edgeworth expansion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The sampling distribution of forecasts from a first-order autoregression / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Linear Statistical Inference and its Applications / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank | |||
Normal rank | |||
Latest revision as of 11:00, 22 May 2024
scientific article; zbMATH DE number 472908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES |
scientific article; zbMATH DE number 472908 |
Statements
ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES (English)
0 references
19 January 1994
0 references
Gaussian processes
0 references
conditional inference
0 references
strictly stationary autoregressive process
0 references
bootstrap-based predictive inference
0 references
unconditional inference
0 references
non-Gaussian autoregressive process
0 references
