Data boosting on short bivariate time series data by sieve bootstrap

Ma. Salvacion B. Pantino, Erniel B. Barrios, Joseph Ryan G. Lansangan

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther


A model is postulated given a short bivariate time series data with highdimensional 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 is noted from the simulation studies that the estimation procedure produces parameter estimates with lower relative bias and better predictive ability compared to 𝑉𝐴𝑅(1). The estimation method is also robust to misspecification errors.
Original languageEnglish
Title of host publicationProceeding of the 62nd ISI World Statistics Congress 2019
Subtitle of host publicationContributed Paper Session
EditorsRozita Talha
Place of PublicationPutrajaya Malaysia
PublisherDepartment of Statistics Malaysia
Number of pages10
Publication statusPublished - 2019
Externally publishedYes
EventISI World Statistics Congress 2019 - Kuala Lumpur, Malaysia
Duration: 18 Aug 201923 Aug 2019
Conference number: 62nd (Proceedings)


ConferenceISI World Statistics Congress 2019
Abbreviated titleISI 2019
CityKuala Lumpur
Internet address

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