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

[21] NONPARAMETRIC STATISTICAL-DATA MODELING [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 105 - 121

[22] Prokhorov YV., 1956, THEOR PROBAB APPL+, V1, P157, DOI DOI 10.1137/1101016

[23] NOTE ON WEAK CONVERGENCE OF EMPIRICAL PROCESSES FOR SEQUENCES OF PHI-MIXING RANDOM-VARIABLES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06): : 2131 - &

[24] SKOROKHOD AV, 1956, THEOR PROBAB APPL, V1, P262

[21] NONPARAMETRIC STATISTICAL-DATA MODELING [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 105 - 121

[22] Prokhorov YV., 1956, THEOR PROBAB APPL+, V1, P157, DOI DOI 10.1137/1101016

[23] NOTE ON WEAK CONVERGENCE OF EMPIRICAL PROCESSES FOR SEQUENCES OF PHI-MIXING RANDOM-VARIABLES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06): : 2131 - &

[24] SKOROKHOD AV, 1956, THEOR PROBAB APPL, V1, P262