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Bootstrap of linear model with AR-error structure - MaRDI portal

Bootstrap of linear model with AR-error structure (Q1907601)

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scientific article; zbMATH DE number 844107
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Bootstrap of linear model with AR-error structure
scientific article; zbMATH DE number 844107

    Statements

    Bootstrap of linear model with AR-error structure (English)
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    4 June 1996
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    generalized least squares
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    linear model
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    autoregressive error structure
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    two-stage GLS estimator
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    bootstrap approximation
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    simulation study
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    normal approximation
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