Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
From MaRDI portal
Publication:4864358
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
trendbootstrapconsistencytime serieskernel estimationMonte Carlo simulationprediction intervalsconcentration levelsautoregressive integrated modelsBox-Jenkins predictionresidual seriessemiparametric prediction system
Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Nonparametric statistical resampling methods (62G09)
Related Items
Asymptotic properties in partial linear models under dependence, Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors, Boosting for real and functional samples: an application to an environmental problem, Forecasting SO2 pollution incidents by means of quantile curves based on additive models, Bootstrapping forecast intervals in ARCH models, Functional methods for time series prediction: a nonparametric approach, Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes, Plug-in bandwidth choice in partial linear models with autoregressive errors, Functional semiparametric partially linear model with autoregressive errors, An overview of bootstrap methods for estimating and predicting in time series