Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387)
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scientific article; zbMATH DE number 7522679
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| English | Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models |
scientific article; zbMATH DE number 7522679 |
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Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (English)
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6 May 2022
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autoregression
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multivariate forecast
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prediction interval
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resampling methods
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vector autoregression
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weighted likelihood
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