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...
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | थीसिस |
| भाषा: | English |
| विषय: |