9 research outputs found
Estimation of the drift function for Ito processes and a class of semimartingales via histogram sieve
On the consistency of sieve bootstrap prediction intervals for stationary time series
In the article, we consider construction of prediction intervals for stationary time series using Bühlmann's [8], [9] sieve bootstrapapproach. Basic theoretical properties concerning consistency are proved. We extend the results obtained earlier by Stine [21], Masarotto and Grigoletto [13] for an autoregressive time series of finite order to the rich class of linear and invertible stationary models. Finite sample performance of the constructed intervals is investigated by computer simulations
Prediction intervals and regions for multivariate time series models with sieve bootstrap
In the paper, the construction of unconditional bootstrap prediction intervals and regions for some class of second order stationary multivariate linear time series models is considered. Our approach uses the sieve bootstrap procedure introduced by Kreiss 1992 and Bühlmann 1997. Basic theoretical results concerning consistency of the bootstrap replications and the bootstrap prediction regions are proved. We present a simulation study comparing the proposed bootstrap methods with the Box–Jenkins approach.In the paper, the construction of unconditional bootstrap prediction intervals and regions for some class of second order stationary multivariate linear time series models is considered. Our approach uses the sieve bootstrap procedure introduced by Kreiss 1992 and Bühlmann 1997. Basic theoretical results concerning consistency of the bootstrap replications and the bootstrap prediction regions are proved. We present a simulation study comparing the proposed bootstrap methods with the Box–Jenkins approach
The front-end electronics and slow control of large area SiPM for the SST-1M camera developed for the CTA experiment
Characterization and commissioning of the SST-1M camera for the Cherenkov Telescope Array
The small size telescope projects for the Cherenkov Telescope Array
International audienc