Prediction intervals and regions for multivariate time series models with sieve bootstrap (Q4631986)
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scientific article; zbMATH DE number 7047641
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| English | Prediction intervals and regions for multivariate time series models with sieve bootstrap |
scientific article; zbMATH DE number 7047641 |
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24 April 2019
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multivariate time series models
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vector of time series
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sieve bootstrap
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prediction regions
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simultaneous prediction intervals
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0.8949238061904907
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0.8891596794128418
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0.8772932291030884
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