HYBRID RESAMPLING CONFIDENCE INTERVALS FOR CHANGE-POINT OR STATIONARY HIGH-DIMENSIONAL STOCHASTIC REGRESSION MODELS

DOI10.5705/SS.202020.0439OpenAlexW3110827916MaRDI QIDQ5072147

No author found.

Publication date: 25 April 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0439

zbMATH Keywords

sequential Monte Carlodouble block bootstrapchange-point ARX-GARCH modelscoverage probability of credible and confidence intervalshidden Markov models and particle filterssparsity and variable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A resampling approach for confidence intervals in linear time-series models after model selection

This page was built for publication: HYBRID RESAMPLING CONFIDENCE INTERVALS FOR CHANGE-POINT OR STATIONARY HIGH-DIMENSIONAL STOCHASTIC REGRESSION MODELS