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Functional methods for time series prediction: a nonparametric approach
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Functional methods for time series prediction: a nonparametric approach (2010)Functional methods for time series predic…Nonparametric Forecasting in Time Series—A Comparative Study (2007)Nonparametric Forecasting in …Nonparametric vector autoregression (1998)Nonparametric vector autoregr…Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality (1995)Nonparametric Estimation and …IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS (1995)IMPROVED BOOTSTRAP PREDICTION…Forecasting methods and applications (1993)Forecasting methods and appli…Bootstrap Prediction Intervals for Autoregression (1990)Bootstrap Prediction Interval…Forecasting: Methods and Applications. (1979)Forecasting: Methods and Appl…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. (1993)Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (2005)Nonparametric Inference of Value-at-Risk for Dependent Financial Returns (2005)ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (2008)Estimating Properties of Autoregressive Forecasts (1987)Bootstrap prediction bands for forecast paths from vector autoregressive models (2010)Model-Free vs. Model-Based Volatility Prediction (2015)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Discrete time option pricing with flexible volatility estimation (2000)A semiparametric GARCH model for foreign exchange volatility (2005)Nonparametric modeling of carbon prices (2011)The M3-Competition: results, conclusions and implications (2000)Asymmetric density forecasts of inflation and the Bank of England's fan chart (1999)Bootstrap predictive inference for ARIMA processes (2004)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)25 years of time series forecasting (2006)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)Achieving competitive advantage through implementing a replicable management standard: Installing and using ISO 9000 (2005)Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (2006)Robust forecasting with exponential and Holt–Winters smoothing (2009)
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  • 1995IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS46 cited
  • 2007Nonparametric Forecasting in Time Series—A Comparative Study45 cited

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