Conditional minimum volume predictive regions for stochastic processes
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper 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/.
Date of creation: Jun 2000
Date of revision:
Publication status: Published in Journal of the American Statistical Association (2000-06) v.95, p.509-519
Contact details of provider:
Web page: http://www.lse.ac.uk
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (LSE Research Online).
If references are entirely missing, you can add them using this form.