Pages that link to "Item:Q2767969"
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The following pages link to On the finite-sample accuracy of nonparametric resampling algorithms for economic time series (Q2767969):
Displaying 5 items.
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- A new bootstrap-based forecast evaluation method tested on time series (Q946723) (← links)
- A new method for estimating the forecast quality with consideration for the errors of calculating the unknown parameters (Q949218) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)