Bootstrap prediction inference of nonlinear autoregressive models

DOI10.1111/JTSA.12739MaRDI QIDQ6604029FDOQ6604029

Authors: Kejin Wu, Dimitris Politis 

Publication date: 12 September 2024

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

bootstrapNLAR forecastingpertinence prediction

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• On geometric ergodicity of CHARME models
• Properties of the nonparametric autoregressive bootstrap
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• Nonparametric Multistep-Ahead Prediction in Time Series Analysis
• Nonlinear autoregressive processes
• A new direct approach of computing multi-step ahead predictions for non-linear models

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