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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| 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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0.7482073903083801
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0.7434592843055725
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0.7323827743530273
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0.7290213108062744
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0.7177363038063049
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