Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes (Q4387677): Difference between revisions

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scientific article; zbMATH DE number 1151765

Language	Label	Description	Also known as
English	Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes	scientific article; zbMATH DE number 1151765

Statements

instance of

scholarly article

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title

Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes (English)

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published in

Communications in Statistics - Simulation and Computation

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publication date

10 August 1998

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zbMATH Keywords

smoothed bootstrap

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time series

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610919708813420

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cites work

IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS

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A comparative study of several smoothing methods in density estimation

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Smoothing the Bootstrap

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Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques

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Estimation of integrated squared density derivatives

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On Estimation of a Probability Density Function and Mode

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Bootstrap Prediction Intervals for Autoregression

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Optimizing the smoothed bootstrap

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Identifiers

zbMATH Open document ID

0925.62395

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DOI

10.1080/03610919708813420

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4387677

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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610919708813420
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@@ Property / OpenAlex ID: W2001605901 / rank @@
+Normal rank
@@ Property / cites work @@
+IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
+Normal rank
@@ Property / cites work @@
+A comparative study of several smoothing methods in density estimation
+Normal rank
@@ Property / cites work @@
+Smoothing the Bootstrap
@@ Property / cites work: Smoothing the Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
+Normal rank
@@ Property / cites work @@
+Estimation of integrated squared density derivatives
+Normal rank
@@ Property / cites work @@
+On Estimation of a Probability Density Function and Mode
+Normal rank
@@ Property / cites work @@
+Bootstrap Prediction Intervals for Autoregression
@@ Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Optimizing the smoothed bootstrap
@@ Property / cites work: Optimizing the smoothed bootstrap / rank @@
+Normal rank