Forecasting time series with sieve bootstrap
暂无分享,去创建一个
[1] R. J. Bhansali. A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function , 1983 .
[2] Clifford M. Hurvich,et al. Regression and time series model selection in small samples , 1989 .
[3] Jens-Peter Kreiss. Bootstrap procedures for AR (∞) — processes , 1992 .
[4] J. Romo,et al. - 0101 Forecasting time series with sieve bootstrap , 2022 .
[5] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1972 .
[6] Karl-Heinz Jöckel,et al. Bootstrapping and Related Techniques , 1992 .
[7] Wenceslao González-Manteiga,et al. Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes , 1997 .
[8] R. Shibata. Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process , 1980 .
[9] D. B. Preston. Spectral Analysis and Time Series , 1983 .
[10] E. Paparoditis,et al. ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP , 1992 .
[11] George E. P. Box,et al. Time Series Analysis: Forecasting and Control , 1977 .
[12] R. J. Bhansali,et al. Asymptotically efficient autoregressive model selection for multistep prediction , 1996 .
[13] Robert A. Stine,et al. Estimating Properties of Autoregressive Forecasts , 1987 .
[14] E. Hannan,et al. The statistical theory of linear systems , 1989 .
[15] Guido Masarotto,et al. Bootstrap prediction intervals for autoregressions , 1990 .
[16] Lon-Mu Liu,et al. FORECASTING AND TIME SERIES ANALYSIS USING THE SCA STATISTICAL SYSTEM , 1994 .
[17] Jan Beran,et al. Statistics for long-memory processes , 1994 .
[18] H. Akaike,et al. Information Theory and an Extension of the Maximum Likelihood Principle , 1973 .
[19] Lori A. Thombs,et al. Bootstrap Prediction Intervals for Autoregression , 1990 .
[20] Richard A. Davis,et al. Time Series: Theory and Methods , 2013 .
[21] Hung Man Tong,et al. Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21 , 1983 .
[22] Peter Bühlmann,et al. Moving-average representation of autoregressive approximations , 1995 .
[23] Juan Romo,et al. Bootstrap predictive inference for ARIMA processes , 2004 .
[24] Matteo Grigoletto,et al. Bootstrap prediction intervals for autoregressions: some alternatives , 1998 .
[25] J. Franke,et al. BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS , 1992 .
[26] P. Bühlmann. Sieve bootstrap for time series , 1997 .