Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques

DOI10.2307/1269914zbMath0837.62071OpenAlexW2082022353WikidataQ61849378 ScholiaQ61849378MaRDI QIDQ4864358

Ricardo Cao, José Manuel Prada-Sánchez, Manuel Febrero-Bande, Ignacio Garcia-Jurado, Wenceslao González Manteiga

Publication date: 7 March 1996

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1269914

zbMATH Keywords

trendbootstrapconsistencytime serieskernel estimationMonte Carlo simulationprediction intervalsconcentration levelsautoregressive integrated modelsBox-Jenkins predictionresidual seriessemiparametric prediction system

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

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