Prediction Intervals for Nonlinear Time Series Models Using the Bootstrap Method |
이성덕
(충북대학교 자연과학대학 정보통계학과)
김주성 (충북대학교 자연과학대학 정보통계학과) |
1 |
Bootstrap prediction intervals for autoregression
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DOI ScienceOn |
2 |
Efficient quasi-likelihood estimation for nonlinear time series models and its application
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DOI ScienceOn |
3 |
Calibrating prediction regions
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DOI ScienceOn |
4 |
Generalized autoregressive conditional heteroscadasticity
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DOI ScienceOn |
5 |
Bootstrap method: another look at the jack-nife
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DOI ScienceOn |
6 |
Autoregressive conditional heteroscadasticity with estimates of the variance of U. K. inflation
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DOI ScienceOn |
7 |
Robust estimation of a location parameter
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DOI ScienceOn |
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9 |
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10 |
Threshold autoregressive limit cycles and cyclical data (with discussion)
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11 |
Quasi-likelihood functions, generalized linear models and the gauss-newton method
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