Data boosting on short bivariate time series data by Sieve Bootstrap
Abstract (A model is postulated given a short bivariate time series data with high-dimensional inputs. The correlated response vectors are functions of the contemporaneous effects of the input series. The model is then estimated using a hybrid of methods embedded into the backfitting algorithm. It...
| Auteur principal: | |
|---|---|
| Format: | Thèse |
| Langue: | English |
| Sujets: |