Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' (Q301353): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.jspi.2015.10.015 / rank | |||
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| Property / OpenAlex ID: W2174653272 / rank | |||
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| Property / Wikidata QID: Q123121821 / rank | |||
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| Property / cites work: Strictly Proper Scoring Rules, Prediction, and Estimation / rank | |||
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| Property / cites work: Confidence intervals for impulse responses under departures from normality / rank | |||
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| Property / cites work: Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm / rank | |||
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| Property / cites work: A fixed point characterization for bias of autoregressive estimators / rank | |||
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Latest revision as of 05:48, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' |
scientific article |
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Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' (English)
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30 June 2016
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