Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes (Q1914701)
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scientific article; zbMATH DE number 892491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes |
scientific article; zbMATH DE number 892491 |
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Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes (English)
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5 August 1996
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impuls responses
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multivariate time series
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infinite order vector autoregressive process
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bootstrap
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estimated autoregressive coefficients
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estimated moving average coefficients
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