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Maximum likelihood and the bootstrap for nonlinear dynamic models - MaRDI portal

Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240)

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scientific article; zbMATH DE number 6570106
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English
Maximum likelihood and the bootstrap for nonlinear dynamic models
scientific article; zbMATH DE number 6570106

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    Maximum likelihood and the bootstrap for nonlinear dynamic models (English)
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    18 April 2016
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    block bootstrap
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    quasi-maximum likelihood estimator
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    nonlinear dynamic model
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    near epoch dependence
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    Wald test
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