A single-index model procedure for interpolation intervals in time series

DOI10.1007/s00180-012-0355-8zbMath1306.65019OpenAlexW2130725072MaRDI QIDQ2259074

Silvia Quintas, Ana E. Sipols, Andrés M. Alonso

Publication date: 27 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10115/4885

zbMATH Keywords

sieve bootstrapsingle-index modelinterpolation intervals

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets

Uses Software

• itsmr
• TRAMO

Cites Work

• Unnamed Item
• Unnamed Item
• Semi-Nonparametric Maximum Likelihood Estimation
• A time series bootstrap procedure for interpolation intervals
• Estimating the dimension of a model
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Missing observations in ARIMA models: Skipping approach versus additive outlier approach
• Sieve bootstrap for time series
• Efficient estimation in conditional single-index regression
• On sieve bootstrap prediction intervals.
• Direct estimation of the index coefficient in a single-index model
• Nonparametric and semiparametric models.
• Optimal smoothing in single-index models
• An Effective Bandwidth Selector for Local Least Squares Regression
• A Note on the Estimation of Missing Values in Time Series
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
• Consistent Estimation of Scaled Coefficients
• Regression and time series model selection in small samples
• Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Introduction to Time Series and Forecasting
• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models
• Forecasting time series with sieve bootstrap

This page was built for publication: A single-index model procedure for interpolation intervals in time series