tsbootstrap unifies block/residual/sieve/wild bootstrap and adaptive conformal calibrators for dependent time series, with coverage recovery and faster fixed-statistic performance than arch.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal Prediction for Time Series
tsbootstrap unifies block/residual/sieve/wild bootstrap and adaptive conformal calibrators for dependent time series, with coverage recovery and faster fixed-statistic performance than arch.