The bootstrap does not always work for heteroscedastic models (Q2855511)
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scientific article; zbMATH DE number 6220103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The bootstrap does not always work for heteroscedastic models |
scientific article; zbMATH DE number 6220103 |
Statements
25 October 2013
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ARMA-GARCH
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stationary time series
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forecasting
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The bootstrap does not always work for heteroscedastic models (English)
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