Bootstrap prediction regions for multivariate autoregressive processes.

Matteo Grigoletto

Published in: Stat. Methods Appl. (2005)

Keyphrases

autoregressive
moving average
non stationary
multivariate time series
random fields
gaussian markov random field
autoregressive model
regression model
spectrum analysis
financial time series
multiscale
sar images
linear regression model
autoregressive moving average