๐”– Bobbio Scriptorium
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A band model formulation for very nonuniform paths

โœ Scribed by G.H. Lindquist; F.S. Simmons

Publisher
Elsevier Science
Year
1972
Tongue
English
Weight
550 KB
Volume
12
Category
Article
ISSN
0022-4073

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๐Ÿ“œ SIMILAR VOLUMES

Bootstrap prediction bands for forecast
Bootstrap prediction bands for forecast paths from vector autoregressive models
โœ Anna Staszewska-Bystrova ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 149 KB

The problem of forecasting from vector autoregressive models has attracted considerable attention in the literature. The most popular non-Bayesian approaches use either asymptotic approximations or bootstrapping to evaluate the uncertainty associated with the forecast. The practice in the empirical