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...
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| Định dạng: | Luận văn |
| Ngôn ngữ: | English |
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