Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models

Ufuk Beyaztas*, Han Lin Shang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models'. Together they form a unique fingerprint.

Mathematics

Business & Economics