Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions

DOI10.1016/j.jspi.2014.12.001zbMath1353.62102OpenAlexW1964880857MaRDI QIDQ301354

Li Pan, Dimitris N. Politis

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.2014.12.001

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Bootstrap in Markov-sequences based on estimates of transition density
• ARMA model identification
• Bootstrap prediction intervals for Markov processes
• The local bootstrap for Markov processes
• Model-free model-fitting and predictive distributions
• Bootstrap-based ARMA order selection
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

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