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
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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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