Bootstrap prediction bands for forecast paths from vector autoregressive models (Q3166695): Difference between revisions
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| Property / cites work: IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS / rank | |||
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| Property / cites work: Bootstrap prediction intervals for autoregressive time series / rank | |||
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| Property / cites work: Bootstrap prediction regions for multivariate autoregressive processes / rank | |||
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| Property / cites work: A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION / rank | |||
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| Property / cites work: ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES / rank | |||
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| Property / cites work: Representing uncertainty about response paths: the use of heuristic optimisation methods / rank | |||
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| Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank | |||
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Latest revision as of 19:03, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction bands for forecast paths from vector autoregressive models |
scientific article |
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Bootstrap prediction bands for forecast paths from vector autoregressive models (English)
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15 October 2012
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simultaneous statistical inference
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