MODEL-FREE ONE-STEP-AHEAD PREDICTION INTERVALS - ASYMPTOTIC THEORY AND SMALL SAMPLE SIMULATIONS

[1] BABU GJ, 1978, J MULTIVARIATE ANAL, V8, P532, DOI 10.1016/0047-259X(78)90031-3

[2] BICKEL PJ, 1967, 5TH P BERK S MATH ST, V1, P575

[3] Billingsley P, 1968, CONVERGENCE PROBABIL

[4] Box G.E.P., 1976, TIME SERIES ANAL

[5] Box G.E.P., 1970, TIME SERIES ANAL FOR, V65, P1509

[6] REVISING FORECASTS OF ACCOUNTING EARNINGS - A COMPARISON WITH THE BOX-JENKINS METHOD [J]. MANAGEMENT SCIENCE, 1983, 29 (02) : 256 - 263

[7] NONPARAMETRIC INTERVAL AND POINT PREDICTION USING DATA TRIMMED BY A GRUBBS-TYPE OUTLIER RULE [J]. ANNALS OF STATISTICS, 1982, 10 (01) : 197 - 204

[8] COMPARING FOR DIFFERENT TIME-SERIES METHODS THE VALUE OF TECHNICAL EXPERTISE INDIVIDUALIZED ANALYSIS, AND JUDGMENTAL ADJUSTMENT [J]. MANAGEMENT SCIENCE, 1983, 29 (05) : 559 - 566

[9] NOTE ON EMPIRICAL PROCESSES OF STRONG-MIXING SEQUENCES [J]. ANNALS OF PROBABILITY, 1973, 1 (05) : 870 - 875

[10] JUSTIFICATION AND EXTENSION OF DOOBS HEURISTIC APPROACH TO THE KOLMOGOROV-SMIRNOV THEOREMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 277 - 281

[1] BABU GJ, 1978, J MULTIVARIATE ANAL, V8, P532, DOI 10.1016/0047-259X(78)90031-3

[2] BICKEL PJ, 1967, 5TH P BERK S MATH ST, V1, P575

[3] Billingsley P, 1968, CONVERGENCE PROBABIL

[4] Box G.E.P., 1976, TIME SERIES ANAL

[5] Box G.E.P., 1970, TIME SERIES ANAL FOR, V65, P1509

[6] REVISING FORECASTS OF ACCOUNTING EARNINGS - A COMPARISON WITH THE BOX-JENKINS METHOD [J]. MANAGEMENT SCIENCE, 1983, 29 (02) : 256 - 263

[7] NONPARAMETRIC INTERVAL AND POINT PREDICTION USING DATA TRIMMED BY A GRUBBS-TYPE OUTLIER RULE [J]. ANNALS OF STATISTICS, 1982, 10 (01) : 197 - 204

[8] COMPARING FOR DIFFERENT TIME-SERIES METHODS THE VALUE OF TECHNICAL EXPERTISE INDIVIDUALIZED ANALYSIS, AND JUDGMENTAL ADJUSTMENT [J]. MANAGEMENT SCIENCE, 1983, 29 (05) : 559 - 566

[9] NOTE ON EMPIRICAL PROCESSES OF STRONG-MIXING SEQUENCES [J]. ANNALS OF PROBABILITY, 1973, 1 (05) : 870 - 875

[10] JUSTIFICATION AND EXTENSION OF DOOBS HEURISTIC APPROACH TO THE KOLMOGOROV-SMIRNOV THEOREMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 277 - 281