Using the sieve bootstrap method in time series analysis

MaRDI QIDQ2712323zbMATH OpenFDO

Authors Adam Zagdański

Publication date 21 November 2001

zbMATH Keywords

\(\chi^2\) approximation methodapproximation methodbootstrap methodprediction intervalsspectrum

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

Recommendations

• Prediction intervals for stationary time series using the sieve bootstrap method
• Sieve bootstrap for time series
• Forecasting time series with sieve bootstrap
• scientific article; zbMATH DE number 2102886
• On the construction and properties of bootstrap-t prediction intervals for stationary time series

Cited in

(10)

• Bootstraps for time series
• Prediction intervals for time series models with trend via sieve bootstrap
• Prediction intervals for stationary time series using the sieve bootstrap method
• Bootstrap confidence bands for spectra and cross-spectra
• Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
• Prediction intervals and regions for multivariate time series models with sieve bootstrap
• Computational intensive methods for prediction and imputation in time series analysis
• AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
• Forecasting time series with sieve bootstrap
• Sieve bootstrap for smoothing in nonstationary time series

This page was built for publication: Using the sieve bootstrap method in time series analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2712323)