Pages that link to "Item:Q4677024"
From MaRDI portal
The following pages link to Bootstrap predictive inference for ARIMA processes (Q4677024):
Displayed 8 items.
- A non-stationary integer-valued autoregressive model (Q946258) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- Bootstrap prediction intervals in state-space models (Q3077646) (← links)
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)