Prediction intervals for time series models with trend via sieve bootstrap

DOI10.1016/J.JSPI.2012.08.013zbMATH Open1428.62388OpenAlexW2013857864MaRDI QIDQ1926537FDOQ1926537

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

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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)

Cited In (1)

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

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