Forecasting time series with sieve bootstrap
By A. M. Alonso, D. Pena, Juan Romo. 2002
107 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/3c7d0f36473b333bea6cb958457df1bf7348700b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Lingxue Pan
- Dimitris Nicolas Politis
- Ariel Linden
- Rob J Hyndman
- Joel L. Horowitz
- Jens-Peter Kreiss
- Xiaofeng Shao
- Rainer Dahlhaus
In Statistics and Probability
- Lingxue Pan
- Dimitris Nicolas Politis
- Timothy McMurry
- Joel L. Horowitz
- Claudia Kirch
- Carsten Jentsch
- Jens-Peter Kreiss
- Haeran Cho
Citations in the corpus
- Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions (2016, methodology): “Alonso, Peña, Romo(2002)[1] also considered the possibility that the order p is not fixed but allowed to increase with the sample size, i.”