Introducing model uncertainty by moving blocks bootstrap
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- scientific article; zbMATH DE number 2063760
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Cites work
- scientific article; zbMATH DE number 1069583 (Why is no real title available?)
- scientific article; zbMATH DE number 2063760 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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- scientific article; zbMATH DE number 854585 (Why is no real title available?)
- A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function
- Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
- Bootstrap Prediction Intervals for Autoregression
- Estimating the dimension of a model
- Fitting autoregressive models for prediction
- Forecasting time series with sieve bootstrap
- Matched-block bootstrap for dependent data
- On blocking rules for the bootstrap with dependent data
- Regression and time series model selection in small samples
- Resampling time series using missing values techniques
- Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes
- Sieve bootstrap for time series
- The jackknife and the bootstrap for general stationary observations
Cited in
(6)- A generalized least squares estimation method for the autoregressive conditional duration model
- scientific article; zbMATH DE number 7047641 (Why is no real title available?)
- Periodically correlated modeling by means of the periodograms asymptotic distributions
- Bias-variance trade-off for prequential model list selection
- Improved bootstrap prediction intervals for SETAR models
- scientific article; zbMATH DE number 854585 (Why is no real title available?)
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