A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D. N. Politis

DOI10.1016/J.JSPI.2015.10.014MaRDI QIDQ301352zbMATH OpenOpenAlexWikidataFDO

Authors Daniel J. Nordman, Soumendra N. Lahiri

Publication date 30 June 2016

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.2015.10.014

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Recommendations

• Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions, by Li Pan and Dimitris Politis
• Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes
• Bootstrap Prediction Intervals for Autoregression

Cites work

• A modified bootstrap for autoregression without stationarity
• Bootstrapping general first order autoregression
• Bootstrapping unstable first-order autoregressive processes
• Edgeworth correction by bootstrap in autoregressions
• On asymptotic properties of bootstrap for AR(1) processes

Cited in

(2)

• Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions, by Li Pan and Dimitris Politis
• A smooth block bootstrap for quantile regression with time series

This page was built for publication: A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D. N. Politis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q301352)