Resampling-based bias-corrected time series prediction

DOI10.1016/J.JSPI.2010.04.042zbMath1233.62167OpenAlexW1987535983MaRDI QIDQ993822

Soumendra Nath Lahiri, Soutir Bandyopadhyay

Publication date: 20 September 2010

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.2010.04.042

zbMATH Keywords

bootstraptiltingmean squared prediction errorsecond order bias correction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters ⋮ Bootstrap based Trans-Gaussian Kriging

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Resampling methods for dependent data
• Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters
• Prediction Mean Squared Error for State Space Models with Estimated Parameters
• Resampling-based empirical prediction: an application to small area estimation
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• The Estimation of the Mean Squared Error of Small-Area Estimators

This page was built for publication: Resampling-based bias-corrected time series prediction