Bootstrap Prediction Bands for Functional Time Series

DOI10.1080/01621459.2021.1963262arXiv2004.03971OpenAlexW3187117758MaRDI QIDQ6165285

Han Lin Shang, Efstathios Paparoditis

Publication date: 4 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.03971

zbMATH Keywords

prediction errorprincipal componentsfunctional predictionKarhunen-Loève expansion

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Bootstrap consistency for the Mack bootstrap, Estimating the conditional distribution in functional regression problems

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