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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(9 intermediate revisions by 8 users not shown)
Property / author
 
Property / author: M. Dambrine / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62G09 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6599694 / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: BootPR / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2015.10.015 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2174653272 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q123121821 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strictly Proper Scoring Rules, Prediction, and Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence intervals for impulse responses under departures from normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fixed point characterization for bias of autoregressive estimators / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 06:48, 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

    Statements

    Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' (English)
    0 references
    0 references
    0 references
    30 June 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references