Pages that link to "Item:Q1019991"
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The following pages link to Bootstrap prediction intervals for autoregressive time series (Q1019991):
Displaying 12 items.
- Improved bootstrap prediction intervals for SETAR models (Q259663) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- A time series bootstrap procedure for interpolation intervals (Q1023506) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Polarization of forecast densities: a new approach to time series classification (Q1615245) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- A note on simultaneous calibrated prediction intervals for time series (Q2665009) (← links)
- Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting (Q3065551) (← links)
- Bootstrap prediction bands for forecast paths from vector autoregressive models (Q3166695) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
