Bootstrap prediction regions for multivariate autoregressive processes (Q819437)
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scientific article; zbMATH DE number 5015844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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