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How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach - MaRDI portal

How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716)

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scientific article; zbMATH DE number 1891703
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How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
scientific article; zbMATH DE number 1891703

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    How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (English)
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    2 April 2003
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    asymptotic rejection probabilities
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    autoregressive models
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    bootstrap
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    hypothesis testing
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    resampling schemes
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