scientific article; zbMATH DE number 7794816

DOI10.57805/REVSTAT.V21I2.400zbMath1529.62072MaRDI QIDQ6142208

Jean-Michel Poggi, Pascal Massart, Benjamin Goehry, Yannig Goude, Hui Yan

Publication date: 25 January 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriesregressionrandom forestsblock bootstrap

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

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• Bagging predictors
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Bootstrap methods: another look at the jackknife
• Rates of convergence for empirical processes of stationary mixing sequences
• Exploring the sources of uncertainty: why does bagging for time series forecasting work?
• The jackknife and the bootstrap for general stationary observations
• Random forests for time-dependent processes
• Recent Developments in Bootstrap Methods for Dependent Data
• Random forests

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