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20152026
most citedCovariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension

49 citations · 94 across the 12 of their papers we have counts for

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stat.ML2024

AR-Sieve Bootstrap for the Random Forest and a simulation-based comparison with rangerts time series prediction

Cabrel Teguemne Fokam, Carsten Jentsch, Michel Lang +1

The Random Forest (RF) algorithm can be applied to a broad spectrum of problems, including time series prediction. However, neither the classical IID (Independent and Identically d…