New block bootstrap methods: Sufficient and/or ordered

DOI10.1080/03610918.2015.1066808MaRDI QIDQ4976584zbMATH OpenOpenAlexFDO

Authors Beste Hamiye Beyaztas, Esin Firuzan, Ufuk Beyaztas

Publication date 31 July 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1066808

zbMATH Keywords

time seriessufficient bootstrapBlock bootstrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Prediction theory (aspects of stochastic processes) (60G25) Time series analysis of dynamical systems (37M10)

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(5)

• New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates
• Stable channel flow with spanwise heterogeneous surface temperature
• A block bootstrap comparison for sparse chains
• Construction of multi-step forecast regions of VAR processes using ordered block bootstrap
• Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series

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