Bootstrap Prediction Intervals for Autoregression
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Cited in
(70)- Time series clustering based on forecast densities
- Bootstrap prediction intervals for autoregressive time series
- Forecasting nonlinear time series with neural network sieve bootstrap
- A time series bootstrap procedure for interpolation intervals
- Efficiency and robustness in subsampling for dependent data
- An overview of bootstrap methods for estimating and predicting in time series
- On sieve bootstrap prediction intervals.
- Multiple forecasts with autoregressive time series models: Case studies.
- Polarization of forecast densities: a new approach to time series classification
- Bootstrap prediction intervals for Markov processes
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates
- Median unbiased forecasts for highly persistent autoregressive processes
- Bootstrapping forecast intervals in ARCH models
- Demand forecasting of individual probability density functions with machine learning
- Bootstrap inference for network vector autoregression in large-scale social network
- Bootstrap prediction in univariate volatility models with leverage effect
- Non-linear time series clustering based on non-parametric forecast densities
- Improved bootstrap prediction intervals for SETAR models
- Finite-sample properties of estimators for first and second order autoregressive processes
- Generating prediction bands for path forecasts from SETAR models
- Prediction intervals for farima processes by bootstrap methods
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions, by Li Pan and Dimitris Politis
- A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D. N. Politis
- Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
- Functional methods for time series prediction: a nonparametric approach
- Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting
- Bootstrap prediction intervals in state-space models
- A simple procedure for computing improved prediction intervals for autoregressive models
- Bootstrap prediction bands for forecast paths from vector autoregressive models
- Undercoverage of Wavelet-Based Resampling Confidence Intervals
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach
- The effects of model parameter deviations on the variance of a linearly filtered time series
- Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment
- Improved Prediction Limits For AR(p) and ARCH(p) Processes
- Nonlinear Prediction Intervals by the Bootstrap Resampling
- Bootstrap Prediction Intervals for Regression
- ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
- IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
- Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes
- Recent developments in bootstrapping time series
- Bootstrap predictive inference for ARIMA processes
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2MEASURE BY AUTOREGRESSIVE MODEL FITTING
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Bootstrapping time series models
- scientific article; zbMATH DE number 1424397 (Why is no real title available?)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
- Construction of multi-step forecast regions of VAR processes using ordered block bootstrap
- Bootstrap prediction intervals for autoregressive conditional duration models
- Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes
- Obtaining prediction intervals for FARIMA processes using the sieve bootstrap
- Bootstrap Joint Prediction Regions
- The Relative Efficiency of Prediction Intervals
- Wavelet-Based Bootstrap for Time Series Analysis
- Forecasting time series with sieve bootstrap
- Comments on: Model-free model-fitting and predictive distributions
- Prediction intervals in the beta autoregressive moving average model
- Bootstrap Prediction Bands for Functional Time Series
- Multi-step-ahead prediction interval for locally stationary time series with application to air pollutant concentration data
- Comparison of classical and Bayesian approaches for intervention analysis
- Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision
- Improved short-term point and interval forecasts of the daily maximum tropospheric ozone levels via singular spectrum analysis
- Improved Sieve Bootstrap based prediction intervals for time series
- Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process
- Kernel smoothed prediction intervals for ARMA models
- Introducing model uncertainty by moving blocks bootstrap
- A non-stationary integer-valued autoregressive model
- The asymptotic efficiency of improved prediction intervals
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