Resampling-based bias-corrected time series prediction

DOI10.1016/J.JSPI.2010.04.042MaRDI QIDQ993822zbMATH OpenOpenAlexFDO

Authors Soutir Bandyopadhyay, Soumendra N. Lahiri

Publication date 20 September 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.04.042

zbMATH Keywords

bootstraptiltingmean squared prediction errorsecond order bias correction

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• Bayesian prediction mean squared error for state space models with estimated parameters
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• Prediction Mean Squared Error for State Space Models with Estimated Parameters
• Resampling methods for dependent data
• Resampling-based empirical prediction: an application to small area estimation
• Some new developments in small area estimation
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(3)

• Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters
• The bias correction methods based on the predictions of non-linear time series and their applications
• Bootstrap based Trans-Gaussian Kriging

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