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Forecasting time series with sieve bootstrap · Study

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ArticleForecasting time series with sieve bootstrap

Andrés M. Alonso2002

OA

Articlegreen2002

Forecasting time series with sieve bootstrap

Andrés M. Alonso · Daniel Peña · Juan J. Romo

111 citations·0/0 files stored·Journal of Statistical Planning and Inference

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Forecasting Techniques and Applications Statistical Methods and Inference Time Series Analysis and Forecasting

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References

1977Time Series Analysis: Forecasting and Control 1977Time Series Analysis: Forecasting and Control 1996Statistics for Long-Memory Processes.1997Statistics for Long-Memory Processes 1990Bootstrap Prediction Intervals for Autoregression 1987Estimating Properties of Autoregressive Forecasts 2004Bootstrap predictive inference for ARIMA processes 1990Bootstrap prediction intervals for autoregressions

Cited by

2014Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions 2006Forecasting nonlinear time series with neural network sieve bootstrap 2006Bootstrap prediction intervals for autoregressive time series 2010Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes 2012Modelling dependent data for longevity projections 2009Bootstrap-based design of residual control charts

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Details

Year2002

Typearticle

Published2002-01-01

VenueJournal of Statistical Planning and Inference

ISSN-L0378-3758

Languageen

Citations111

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/s0378-3758(01)00092-1

openalex_workW2100531191

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