Konu "Vector Autoregression" için Araştırma Çıktıları | TR-Dizin | WoS | Scopus | PubMed listeleme
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Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
(Taylor and Francis Ltd., 2020)The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data ...