Forecasting nonlinear time series with neural network sieve bootstrap
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- Pascual, Lorenzo & Romo, Juan & Ruiz, Esther, 2006. "Bootstrap prediction for returns and volatilities in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2293-2312, May.
- Nankervis, John C., 2005. "Computational algorithms for double bootstrap confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 461-475, April.
- La Rocca, Michele & Perna, Cira, 2005. "Variable selection in neural network regression models with dependent data: a subsampling approach," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 415-429, February.
- Grigoletto, Matteo, 1998. "Bootstrap prediction intervals for autoregressions: some alternatives," International Journal of Forecasting, Elsevier, vol. 14(4), pages 447-456, December.
- Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
- Capobianco, Enrico, 2000. "Neural networks and statistical inference: seeking robust and efficient learning," Computational Statistics & Data Analysis, Elsevier, vol. 32(3-4), pages 443-454, January.
- Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998. "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 863-883, November.
- Brodin, Erik, 2006. "On quantile estimation by bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1398-1406, March.
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