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Forecasting nonlinear time series with neural network sieve bootstrap · Study

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ArticleForecasting nonlinear time series with neural network sieve bootstrap

Francesco Giordano2006

Article2006

Forecasting nonlinear time series with neural network sieve bootstrap

Francesco Giordano · Michele La Rocca · Cira Perna

77 citations·0/0 files stored·Computational Statistics & Data Analysis

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Forecasting Techniques and Applications Neural Networks and Applications Time Series Analysis and Forecasting

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References

1998Evaluating Density Forecasts with Applications to Financial Risk Management 2001A simulation study of artificial neural networks for nonlinear time-series forecasting 1990Bootstrap Prediction Intervals for Autoregression 2005Bootstrap prediction for returns and volatilities in GARCH models 2002Forecasting time series with sieve bootstrap

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2020Comparison of ARIMA, ANN and LSTM for Stock Price Prediction 2018Back propagation neural network based big data analytics for a stock market challenge

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2006Bootstrap prediction intervals for autoregressive time seriesarticle · 3 shared references 2010Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processesarticle · 3 shared references 2014Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressionsarticle · 2 shared references 2003On SETAR non‐linearity and forecastingarticle · 2 shared references 2001Testing Density Forecasts, With Applications to Risk Managementarticle · 1 shared reference 2001Modeling and Forecasting Realized Volatilitypreprint · 1 shared reference

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Year2006

Typearticle

Published2006-04-10

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations77

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.csda.2006.03.003

openalex_workW1994513282

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