Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
DOI10.2307/1269914zbMATH Open0837.62071OpenAlexW2082022353WikidataQ61849378 ScholiaQ61849378MaRDI QIDQ4864358FDOQ4864358
Authors: José Manuel Prada-Sánchez, Ricardo Cao, Ignacio García-Jurado, Wenceslao González-Manteiga, Manuel Febrero-Bande
Publication date: 7 March 1996
Published in: Technometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1269914
Recommendations
- Bayesian nonparametric predictive inference and bootstrap techniques
- Nonparametric bootstrap prediction
- Bootstrap Methods for Developing Predictive Models
- Prediction using non-parametric techniques: some comparisons
- The Bootstrap and Kriging Prediction Intervals
- Nonlinear Prediction Intervals by the Bootstrap Resampling
- On Parametric Bootstrapping and Bayesian Prediction
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
bootstraptrendconsistencykernel estimationtime seriesMonte Carlo simulationprediction intervalsconcentration levelsautoregressive integrated modelsBox-Jenkins predictionresidual seriessemiparametric prediction system
Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and prediction (62M20)
Cited In (15)
- Boosting for real and functional samples: an application to an environmental problem
- Asymptotic properties in partial linear models under dependence
- An overview of bootstrap methods for estimating and predicting in time series
- Title not available (Why is that?)
- 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
- Forecasting SO2 pollution incidents by means of quantile curves based on additive models
- Anzother look at box-jenkins forecasting procedures
- Bootstrapping forecast intervals in ARCH models
- Combining nonparametric and optimal linear time series predictions
- Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
- An automatic procedure for Box-Jenkins model building
- Functional methods for time series prediction: a nonparametric approach
- Bootstrap Methods for Developing Predictive Models
This page was built for publication: Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864358)