Bootstrap predictive inference for ARIMA processes
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Cites work
Cited in
(50)- Time series clustering based on forecast densities
- Model-free one-step-ahead prediction intervals: Asymptotic theory and small sample simulations
- On sieve bootstrap prediction intervals.
- Polarization of forecast densities: a new approach to time series classification
- Bootstrap prediction intervals for Markov processes
- Bootstrapping forecast intervals in ARCH models
- Demand forecasting of individual probability density functions with machine learning
- A justification of conditional confidence intervals
- A time series model based on dependent zero inflated counting series
- Bootstrap prediction in univariate volatility models with leverage effect
- Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality
- Integer-valued bilinear model with dependent counting series
- Prediction intervals for farima processes by bootstrap methods
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
- Bootstrap prediction intervals in state-space models
- Sieve bootstrap prediction intervals
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach
- Improved Prediction Limits For AR(p) and ARCH(p) Processes
- ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
- Parameter risk in time-series mortality forecasts
- scientific article; zbMATH DE number 1424397 (Why is no real title available?)
- Bias correction for time series factor models
- Integer-valued bilinear time series model with signed generalized power series thinning operator
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
- Bootstrap prediction intervals for autoregressive conditional duration models
- Bootstrapping periodic state-space models
- A bootstrap approach for generalized autocontour testing implications for VIX forecast densities
- A dependent counting INAR model with serially dependent innovation
- A special integer-valued bilinear time series model with applications
- Forecasting time series with sieve bootstrap
- Comments on: Model-free model-fitting and predictive distributions
- Prediction intervals in the beta autoregressive moving average model
- A flexible integer-valued AR(1) process: estimation, forecasting and modeling COVID-19 data
- Forecasting Levels in Loglinear Unit Root Models
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- Bootstrap Prediction Bands for Functional Time Series
- The balanced discrete Burr–Hatke model and mixing INAR(1) process: properties, estimation, forecasting and COVID-19 applications
- A bilinear modeling in counts time series with applications
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
- Multivariate modeling of precipitation-induced home insurance risks using data depth
- Simultaneous predictive bands for functional time series using minimum entropy sets
- Improved Sieve Bootstrap based prediction intervals for time series
- A novel dependent NTA thinning operator and generalized geometric INAR(1) process with contagious disease case studies
- Hurdle GARCH models for nonnegative time series
- An empirical evaluation of some long-horizon macroeconomic forecasts
- A non-stationary integer-valued autoregressive model
- Bootstrap prediction for returns and volatilities in GARCH models
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