Pages that link to "Item:Q3077646"

The following pages link to Bootstrap prediction intervals in state-space models (Q3077646):

Displaying 16 items.

• Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620) (← links)
• Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806) (← links)
• Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality (Q2339418) (← links)
• Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (Q3072399) (← links)
• Bootstrap Prediction in Unobserved Component Models (Q3298458) (← links)
• Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
• The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163) (← links)
• A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
• Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
• Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (Q5082681) (← links)
• Confidence intervals based on the deviance statistic for the hyperparameters in state space models (Q5085913) (← links)
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
• Bootstrapping Periodic State-Space Models (Q5252835) (← links)
• A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)
• Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns (Q5861566) (← links)
• Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)