Bootstrap prediction bands for forecast paths from vector autoregressive models (Q3166695): Difference between revisions

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+https://doi.org/10.1002/for.1205
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+W1970975646
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+IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
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+Bootstrap prediction intervals for autoregressive time series
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+Bootstrap prediction regions for multivariate autoregressive processes
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+A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
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+ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
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+Representing uncertainty about response paths: the use of heuristic optimisation methods
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+Bootstrap Prediction Intervals for Autoregression
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+Publication:3166695