Bootstrap based probability forecasting in multiplicative error models
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2020.01.022
Abstract: Abstract As evidenced by an extensive empirical literature, multiplicative error models (MEM) show good performance in capturing the stylized facts of nonnegative time series; examples include, trading volume, financial durations, and volatility. This paper develops… read more here.
Keywords: multiplicative error; bootstrap based; error models; probability ... See more keywords
Bootstrap-based bias corrections for INAR count time series
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2019.1576179
Abstract: ABSTRACT Integer-valued autoregressive (INAR) processes form a very useful class of processes suitable to model time series of counts. Several practically relevant estimators based on INAR data are known to be systematically biased away from… read more here.
Keywords: based bias; bootstrap based; bootstrap; time series ... See more keywords
Bootstrap-based inference for multiple variance changepoint models
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2025.2481454
Abstract: Variance changepoints in economics, finance, biomedicine, oceanography, etc. are frequent and significant. To better detect these changepoints, we propose a new technique for constructing confidence intervals for the variances of a noisy sequence with multiple… read more here.
Keywords: inference multiple; variance; bootstrap based; based inference ... See more keywords
Novel Bootstrap-Based Discriminant NPE Integrated With Orthogonal LPP for Fault Diagnosis
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Instrumentation and Measurement"
DOI: 10.1109/tim.2023.3239649
Abstract: It has become a challenge to identify the discriminant information and the local geometric feature from the complex process data for improving fault diagnosis accuracy. Facing this challenge, this article proposes a novel fault diagnosis… read more here.
Keywords: bootstrap based; fault diagnosis; fault; integrated orthogonal ... See more keywords
Bootstrap-Based Stabilization of Sparse Solutions in Tensor Models: Theory, Assessment, and Application
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DOI: 10.3390/a18100602
Abstract: This paper introduces BCenetTucker, a novel bootstrap-enhanced extension of the CenetTucker model designed to address the instability of sparse support recovery in high-dimensional tensor settings. By integrating mode-specific resampling directly into the penalized tensor decomposition… read more here.
Keywords: based stabilization; bootstrap based; bcenettucker; application ... See more keywords
Clustering Empirical Bootstrap Distribution Functions Parametrized by Galton–Watson Branching Processes
Sign Up to like & getrecommendations! Published in 2024 at "Mathematics"
DOI: 10.3390/math12152409
Abstract: The nonparametric bootstrap has been used in cluster analysis for various purposes. One of those purposes is to account for sampling variability. This can be achieved by obtaining a bootstrap approximation of the sampling distribution… read more here.
Keywords: empirical bootstrap; distribution; clustering empirical; bootstrap based ... See more keywords