A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D. N. Politis

DOI10.1016/j.jspi.2015.10.014zbMath1353.62099OpenAlexW2263600452WikidataQ57430400 ScholiaQ57430400MaRDI QIDQ301352

Daniel J. Nordman, Soumendra Nath Lahiri

Publication date: 30 June 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.10.014

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items (1)

A smooth block bootstrap for quantile regression with time series

Cites Work

• Edgeworth correction by bootstrap in autoregressions
• Bootstrapping general first order autoregression
• A modified bootstrap for autoregression without stationarity
• On asymptotic properties of bootstrap for AR(1) processes
• Bootstrapping unstable first-order autoregressive processes

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