Forecasting time series with sieve bootstrap
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Cites work
- A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Bootstrap Prediction Intervals for Autoregression
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- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
- Regression and time series model selection in small samples
- Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes
- Sieve bootstrap for time series
Cited in
(46)- Time series clustering based on forecast densities
- A test for fractional cointegration using the sieve bootstrap
- Bootstrap prediction intervals for autoregressive time series
- Forecasting nonlinear time series with neural network sieve bootstrap
- A time series bootstrap procedure for interpolation intervals
- On sieve bootstrap prediction intervals.
- Bootstrap prediction intervals for Markov processes
- Prediction intervals for time series models with trend via sieve bootstrap
- Time series clustering based on nonparametric multidimensional forecast densities
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines
- Model-free bootstrap for a general class of stationary time series
- A computational technique to classify several fractional Brownian motion processes
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes
- A single-index model procedure for interpolation intervals in time series
- Modelling dependent data for longevity projections
- Prediction intervals for farima processes by bootstrap methods
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- Prediction intervals for stationary time series using the sieve bootstrap method
- On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
- Generalized RCINAR(1) process with signed thinning operator
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
- Generalized RCINAR(p) Process with Signed Thinning Operator
- Properties of the neural network sieve bootstrap
- Sieve bootstrap prediction intervals
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach
- Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Prediction intervals and regions for multivariate time series models with sieve bootstrap
- Computational intensive methods for prediction and imputation in time series analysis
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- Bias correction for time series factor models
- Catching uncertainty of wind: a blend of sieve bootstrap and regime switching models for probabilistic short-term forecasting of wind speed
- 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
- Obtaining prediction intervals for FARIMA processes using the sieve bootstrap
- On the construction and properties of bootstrap-t prediction intervals for stationary time series
- A testing approach to clustering scalar time series
- Bootstrap Prediction Bands for Functional Time Series
- Multiple testing correction for mean tests in time series rolling window analysis with an application of GWAS methods
- Improved Sieve Bootstrap based prediction intervals for time series
- Computational framework for longevity risk management
- Introducing model uncertainty by moving blocks bootstrap
- A non-stationary integer-valued autoregressive model
- A new bootstrap-based forecast evaluation method tested on time series
- On robust forecasting in dynamic vector time series models
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