Pages that link to "Item:Q4387677"
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The following pages link to Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes (Q4387677):
Displayed 10 items.
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- Multiple forecasts with autoregressive time series models: Case studies. (Q1427758) (← links)
- The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
- Bootstrap predictive inference for ARIMA processes (Q4677024) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)