The leave-a-window-out jackknife achieves valid predictive coverage in time series under mild model stability by introducing coefficients that quantify departure from cyclic exchangeability.
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Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
The leave-a-window-out jackknife achieves valid predictive coverage in time series under mild model stability by introducing coefficients that quantify departure from cyclic exchangeability.