Conditional minimum volume predictive regions for stochastic processes
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Paper provided by London School of Economics and Political Science in its series Open Access publications from London School of Economics and Political Science with number http://eprints.lse.ac.uk/6311/.Length:
Date of creation: Jun 2000
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Publication status: Published in Journal of the American Statistical Association (2000-06) v.95, p.509-519
Handle: RePEc:ner:lselon:http://eprints.lse.ac.uk/6311/
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Web page: http://www.lse.ac.uk
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Liang, Han-Ying & Peng, Liang, 2010. "Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1043-1054, May.
- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Su, Liangjun, 2006. "A simple test for multivariate conditional symmetry," Economics Letters, Elsevier, vol. 93(3), pages 374-378, December.
- Di, J. & Kolaczyk, E., 2010. "Complexity-penalized estimation of minimum volume sets for dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1910-1926, October.
- Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.
- Marcella Niglio, 2007. "Multi-step forecasts from threshold ARMA models using asymmetric loss functions," Statistical Methods and Applications, Springer, vol. 16(3), pages 395-410, November.
- Polonik, Wolfgang & Yao, Qiwei, 2002. "Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 234-255, February.
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