Roman Różański, Grzegorz Chłapiński, Marcin Hławka, Krzysztof Jamróz, Maciej Kawecki, Adam Zagdański Prediction intervals and regions for multivariate time series models with sieve bootstrapProbability and Mathematical Statistics, 38, z. 2, 2018, Pages (317 - 357) AbstractDownload article Multivariate time series models, vector of time series, sieve bootstrap, prediction regions, simultaneous prediction intervals |
