Improved bootstrap prediction intervals for SETAR models (Q259663): Difference between revisions

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+F40
@@ Property / Mathematics Subject Classification ID: 62F40 / rank @@
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+F25
@@ Property / Mathematics Subject Classification ID: 62F25 / rank @@
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+J02
@@ Property / Mathematics Subject Classification ID: 62J02 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6558128
@@ Property / zbMATH DE Number: 6558128 / rank @@
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@@ Property / zbMATH Keywords @@
+bootstrapping
@@ Property / zbMATH Keywords: bootstrapping / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecast path
@@ Property / zbMATH Keywords: forecast path / rank @@
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@@ Property / zbMATH Keywords @@
+prediction intervals
@@ Property / zbMATH Keywords: prediction intervals / rank @@
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@@ Property / zbMATH Keywords @@
+SETAR models
@@ Property / zbMATH Keywords: SETAR models / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00362-014-0643-1
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@@ Property / OpenAlex ID @@
+W2071360160
@@ Property / OpenAlex ID: W2071360160 / rank @@
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@@ Property / cites work @@
+Introducing model uncertainty by moving blocks bootstrap
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@@ Property / cites work @@
+Bootstrap prediction intervals for autoregressive time series
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@@ Property / cites work @@
+Small sample properties of the conditional least squares estimator in SETAR models
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@@ Property / cites work @@
+Reducing confidence bands for simulated impulse responses
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@@ Property / cites work @@
+Bootstrap prediction bands for forecast paths from vector autoregressive models
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@@ Property / cites work @@
+Bootstrap Prediction Intervals for Autoregression
@@ Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:259663