Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques

DOI10.2307/1269914MaRDI QIDQ4864358zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

autoregressive integrated modelsbootstrapBox-Jenkins predictionconcentration levelsconsistencykernel estimationMonte Carlo simulationprediction intervalsresidual seriessemiparametric prediction systemtime seriestrend

Mathematics Subject Classification ID

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

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Cited in

(15)

• Functional semiparametric partially linear model with autoregressive errors
• An overview of bootstrap methods for estimating and predicting in time series
• 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
• Bootstrapping forecast intervals in ARCH models
• Functional methods for time series prediction: a nonparametric approach
• Anzother look at box-jenkins forecasting procedures
• scientific article; zbMATH DE number 17216 (Why is no real title available?)
• Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes
• Bootstrap Methods for Developing Predictive Models
• Combining nonparametric and optimal linear time series predictions
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Forecasting SO₂ pollution incidents by means of quantile curves based on additive models
• An automatic procedure for Box-Jenkins model building
• Boosting for real and functional samples: an application to an environmental problem

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