Au Tsz-yin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 76-79). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Forecasting Time Series --- p.1 / Chapter 1.2 --- Importance of Multiple Forecasts --- p.2 / Chapter 1.3 --- Methodology of Forecasting for Autoregressive Models --- p.3 / Chapter 1.4 --- Bootstrap Approach --- p.9 / Chapter 1.5 --- Objectives --- p.12 / Chapter 2 --- "Bootstrapping Simultaneous Prediction Intervals, Case A: p known" --- p.15 / Chapter 2.1 --- TS Procedure --- p.16 / Chapter 2.2 --- CAO Procedure --- p.18 / Chapter 2.3 --- MAS Procedure --- p.20 / Chapter 3 --- "Bootstrapping Simultaneous Prediction Intervals, Case B: p unknown" --- p.24 / Chapter 3.1 --- TS Procedure --- p.25 / Chapter 3.2 --- CAO Procedure --- p.27 / Chapter 3.3 --- MAS Procedure --- p.28 / Chapter 4 --- Simulation Study --- p.29 / Chapter 4.1 --- Design of The Experiment --- p.29 / Chapter 4.2 --- Simulation Results --- p.33 / Chapter 5 --- A Real-Data Case --- p.36 / Chapter 5.1 --- Case A --- p.37 / Chapter 5.2 --- Case B --- p.42 / Chapter 6 --- Conclusion --- p.46 / Chapter A --- Tables of Simulation Results for Case A --- p.49 / Chapter B --- Tables of Simulation Results for Case B --- p.62 / Chapter C --- References --- p.76
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323189 |
| Date | January 2000 |
| Contributors | Au, Tsz-yin., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 79 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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