A Time‐Simultaneous Prediction Box for a Multivariate Time Series

DOI10.1002/for.2366zbMath1397.62239OpenAlexW1876941853MaRDI QIDQ4687564

Dag Olaf Kolsrud

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2366

zbMATH Keywords

data depthcoverage errorlearning samplemultivariate prediction regionsimultaneous prediction bands

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Multivariate analysis and fuzziness (62H86)

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