Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series (Q5083537)
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scientific article; zbMATH DE number 7544699
Language | Label | Description | Also known as |
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English | Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series |
scientific article; zbMATH DE number 7544699 |
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Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series (English)
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20 June 2022
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multivariate forecast
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resampling methods
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interval-valued time series
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