scientific article; zbMATH DE number 7047641
zbMath1411.62261MaRDI QIDQ4631986
MacIej Kawecki, Marcin Hławka, Roman Różański, Krzysztof Jamróz, Adam Zagdański, Grzegorz Chłapiński
Publication date: 24 April 2019
Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=38.2&nrA=5&ppB=317&ppE=357
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
sieve bootstrapprediction regionssimultaneous prediction intervalsmultivariate time series modelsvector of time series
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
Uses Software
Cites Work
- Sieve bootstrap for smoothing in nonstationary time series
- Introducing model uncertainty by moving blocks bootstrap
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