Nonparametric prediction intervals for explosive ar(1)-processes
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- scientific article; zbMATH DE number 5146375
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Cites work
- Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
- Bootstrapping explosive autoregressive processes
- Calibrating Prediction Regions
- Estimation of the Distribution of Noise in an Autoregression Scheme
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- The oscillation behavior of empirical processes
- Weak convergence of the residual empirical process in explosive autoregression
Cited in
(9)- Model-free one-step-ahead prediction intervals: Asymptotic theory and small sample simulations
- Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors
- Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
- Asymptotics of regressions with stationary and nonstationary residuals.
- Coverage probability of a prediction interval for a seasonal AR(1) process
- Tests based on simplicial depth for AR(1) models with explosion
- scientific article; zbMATH DE number 5146375 (Why is no real title available?)
- A computational algorithm for the coverage probability of a first order autogressive process
- The Relevance Property For Prediction Intervals
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