Pages that link to "Item:Q2703240"
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The following pages link to A note on bootstrapping \(M\)-estimators in ARMA models (Q2703240):
Displaying 5 items.
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- (Q4035200) (← links)
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)