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

Mathematics

• Autoregressive Model 76%
• Autoregressive Time Series 96%
• Bootstrap 65%
• Econometrics 19%
• Estimate 8%
• Estimator 10%
• Forecast 41%
• Forecasting 20%
• Framework 10%
• Model 5%
• Monte Carlo Study 19%
• Multivariate Time Series 90%
• Observation 11%
• Performance 10%
• Prediction Interval 87%
• Series 10%
• Standards 9%
• Tend 13%
• Time Series Models 79%
• Univariate 61%
• Weighted Likelihood 24%

Business & Economics

• Bootstrap 100%
• Econometrics 19%
• Empirical Data 20%
• Estimator 18%
• Finite Sample Properties 29%
• Forecast Error 25%
• Forecasting Performance 25%
• Monte Carlo Study 27%
• Prediction Interval 99%
• Time Series Models 74%