SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes
2 references·2 citing·15 second hop
Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes (1997)Saving computer time in constructing cons…Bootstrap Prediction Intervals for Autoregression (1990)Bootstrap Prediction Interval…Estimating Properties of Autoregressive Forecasts (1987)Estimating Properties of Auto…Model-Free vs. Model-Based Volatility Prediction (2015)Model-Free vs. Model-Based Vo…Effects of parameter estimation on prediction densities: a bootstrap approach (2001)Effects of parameter estimati…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality (2015)Does Globalisation Worsen Environmental Quality in Developed Economies? (2017)How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Real-Time GARCH* (2017)Calculating Interval Forecasts (1993)Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators (2004)Bootstrap prediction intervals for autoregressive time series (2006)Bootstrap Joint Prediction Regions (2014)Asymmetric density forecasts of inflation and the Bank of England's fan chart (1999)Bootstrap predictive inference for ARIMA processes (2004)
this work references cited by second hop

References

  • 1990Bootstrap Prediction Intervals for Autoregression239 cited
  • 1987Estimating Properties of Autoregressive Forecasts202 cited

Cited by

  • 2001Effects of parameter estimation on prediction densities: a bootstrap approach60 cited
  • 2015Model-Free vs. Model-Based Volatility Prediction26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work