Browsing by Author "Pan, L."
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Article
Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
Pan, L.; Politis, Dimitris Nicolas (2016)In order to construct prediction intervals without the cumbersome-and typically unjustifiable-assumption of Gaussianity, some form of resampling is necessary. The regression set-up has been well-studied in the literature ...
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Article
Bootstrap prediction intervals for Markov processes
Pan, L.; Politis, Dimitris Nicolas (2014)Given time series data X1,…,Xn, the problem of optimal prediction of Xn+1 has been well-studied. The same is not true, however, as regards the problem of constructing a prediction interval with prespecified coverage ...
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Article
Rejoinder-Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
Pan, L.; Politis, Dimitris Nicolas (2016)