Pages that link to "Item:Q301349"
From MaRDI portal
The following pages link to Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349):
Displaying 13 items.
- Prediction interval construction for byproduct gas flow forecasting using optimized twin extreme learning machine (Q1992834) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- A justification of conditional confidence intervals (Q2044389) (← links)
- Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
- Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets (Q2135944) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- Bootstrap consistency for the Mack bootstrap (Q6199668) (← links)
- Bootstrap prediction inference of nonlinear autoregressive models (Q6604029) (← links)
