Prediction intervals for time series models with trend via sieve bootstrap

DOI10.1016/J.JSPI.2012.08.013MaRDI QIDQ1926537zbMATH OpenOpenAlexFDO

Authors Grzegorz Chłapiński, Roman Rózański

Publication date 28 December 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.08.013

zbMATH Keywords

kernel estimatorprediction intervalssieve bootstraphybrid bootstrapboundary kernelbootstrap-\(t\)

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and prediction (62M20)

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Cited in

(1)

• Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach

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