Pages that link to "Item:Q1302062"
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The following pages link to An overview of bootstrap methods for estimating and predicting in time series (Q1302062):
Displaying 15 items.
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← links)
- A new bootstrap-based forecast evaluation method tested on time series (Q946723) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- (Q4305260) (← links)
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- A Simple Bootstrap Method for Time Series (Q4906443) (← links)
- Discussion on: ``Electrical load forecasting by exponential smoothing with covariates'' (Q6570870) (← links)