Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series
DOI10.31801/cfsuasmas.534711zbMath1489.62325OpenAlexW3134000861MaRDI QIDQ5083537
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40) Economic time series analysis (91B84)
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