On bootstrap estimates of forecast mean square error for autoregressive processes

By David F. Findley. 1986

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Jae Hyun Kim
2. K. Lim
3. Maria Rosa Borges
4. Amélie Charles
5. J. De Gooijer
6. Esther Ruiz
7. R. Brooks
8. Morgan Kelly

Citations in the corpus

• Trend analysis of climate time series: A review of methods (2019, neutral): “Lahiri (2003) presents theoretical comparisons between the MBB, the SB, the autoregressive boostrap (ARB), and other bootstrap variants.”
• Bootstrap-After-Bootstrap Prediction Intervals for Autoregressive Models (2001, methodology): “Past studies on AR forecasting include those of Findley (1986), Stine (1987), Masarotto (1990), Thombs and Schucany (1990), Kabaila (1993), McCullough (1994), Breidt, Davis, and Dunsmuir (1995), Grigoletto (1998), and Kim (1999). The standard (nonparametric) bootstrap employed in past studies genera”