Forecasting nonlinear time series with neural network sieve bootstrap
type: Item
instance of: scholarly article
title: Forecasting nonlinear time series with neural network sieve bootstrap
zbMATH Open document ID: 1161.62407
author: Francesco Giordano
author: Michele La Rocca
author: Cira Perna
published in: Computational Statistics and Data Analysis
publication date: 2009-05-29T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M45
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5559519
zbMATH Keywords: artificial neural networks
zbMATH Keywords: prediction intervals
zbMATH Keywords: nonlinear time series
MaRDI profile type: Publication
full work available at URL: j.csda.2006.03.003
OpenAlex ID: W1994513282
cites work: Forecasting time series with sieve bootstrap
cites work: On quantile estimation by bootstrap
cites work: Sieve bootstrap for time series
cites work: Bootstraps for time series
cites work: Neural networks and statistical inference: seeking robust and efficient learning
cites work: Prediction Intervals for Artificial Neural Networks
cites work: Artificial neural networks: an econometric perspective∗
cites work: Variable selection in neural network regression models with dependent data: a subsampling approach
cites work: Computational algorithms for double bootstrap confidence intervals
cites work: Bootstrap prediction for returns and volatilities in GARCH models
cites work: Bootstrap Prediction Intervals for Autoregression
cites work: Q3999154
cites work: Applications of optimization heuristics to estimation and modelling problems
cites work: Q4307753
cites work: A simulation study of artificial neural networks for nonlinear time-series forecasting
DOI: 10.1016/J.CSDA.2006.03.003
description: scientific article; zbMATH DE number 5559519