Konu "Multivariate forecast" için Cilt:70 Sayı:01 (2021) listeleme
Toplam kayıt 1, listelenen: 1-1
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Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series
(Ankara Üniversitesi Fen Fakültesi, 2021-06-30)This study presents two interval-valued time series approaches to construct multivariate multi-step ahead joint forecast regions based on two bootstrap algorithms. The first approach is based on fitting a dynamic bivariate ...