Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series
DOI10.31801/CFSUASMAS.534711zbMATH Open1489.62325OpenAlexW3134000861MaRDI QIDQ5083537FDOQ5083537
Authors: Beste Hamiye Beyaztas 
Publication date: 20 June 2022
Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.31801/cfsuasmas.534711
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Cited In (3)
- Different approaches to forecast interval time series: a comparison in finance
- Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron
- Exploring long-memory process in the prediction of interval-valued financial time series and its application
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