Pages that link to "Item:Q4677024"
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The following pages link to Bootstrap predictive inference for ARIMA processes (Q4677024):
Displayed 33 items.
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- 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)
- Polarization of forecast densities: a new approach to time series classification (Q1615245) (← links)
- Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
- Demand forecasting of individual probability density functions with machine learning (Q1981937) (← links)
- A justification of conditional confidence intervals (Q2044389) (← links)
- A time series model based on dependent zero inflated counting series (Q2228226) (← links)
- Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
- Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality (Q2339418) (← links)
- Integer-valued bilinear model with dependent counting series (Q2671231) (← 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)
- Sieve bootstrap prediction intervals (Q3297935) (← links)
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
- Parameter risk in time-series mortality forecasts (Q4577206) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Integer-valued bilinear time series model with signed generalized power series thinning operator (Q5033949) (← links)
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation (Q5083884) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- Bootstrapping Periodic State-Space Models (Q5252835) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- A dependent counting INAR model with serially dependent innovation (Q5861472) (← links)
- A special integer-valued bilinear time series model with applications (Q5870941) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)
- Comments on: Model-free model-fitting and predictive distributions (Q5971135) (← links)
- Prediction intervals in the beta autoregressive moving average model (Q6050494) (← links)
- A flexible integer-valued AR(1) process: estimation, forecasting and modeling COVID-19 data (Q6074381) (← links)
- Forecasting Levels in Loglinear Unit Root Models (Q6082962) (← links)
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases (Q6102638) (← links)
- Bootstrap Prediction Bands for Functional Time Series (Q6165285) (← links)