A time-simultaneous prediction box for a multivariate time series
Dag Kolsrud
| Year of publication: |
2015
|
|---|---|
| Authors: | Kolsrud, Dag |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 8, p. 675-693
|
| Subject: | bootstrap | coverage error | data depth | learning sample | multivariate prediction region | simultaneous prediction bands | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Bootstrap-Verfahren | Bootstrap approach | Stichprobenerhebung | Sampling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397661