Constructing minimum-width confidence bands

DOI10.1016/J.ECONLET.2016.06.013zbMATH Open1400.62207OpenAlexW2422899571MaRDI QIDQ1670193FDOQ1670193

Authors: Rainer Schüssler, Mark Trede 

Publication date: 5 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.06.013

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zbMATH Keywords

mixed-integer optimizationmultiperiod forecastspathwise confidence bands

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and prediction (62M20) Mixed integer programming (90C11)

Cites Work

• On confidence bands in nonparametric density estimation and regression
• Confidence Bands in Nonparametric Regression
• Bootstrap prediction bands for forecast paths from vector autoregressive models
• Confidence Bands for Regression Functions
• Representing uncertainty about response paths: the use of heuristic optimisation methods

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