Bootstrap prediction regions for multivariate autoregressive processes (Q819437)

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scientific article; zbMATH DE number 5015844
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Bootstrap prediction regions for multivariate autoregressive processes
scientific article; zbMATH DE number 5015844

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    Bootstrap prediction regions for multivariate autoregressive processes (English)
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    28 March 2006
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    vector autoregressive (VAR) models
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    forecasting
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    tables
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