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Bootstrapping Threshold Autoregressive Models - MaRDI portal

Bootstrapping Threshold Autoregressive Models (Q3298676)

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Bootstrapping Threshold Autoregressive Models
scientific article

    Statements

    title
    Bootstrapping Threshold Autoregressive Models (English)
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    author
    John Öhrvik
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    Gabriella Schoier
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    published in
    Compstat
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    publication date
    15 July 2020
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    Mathematics Subject Classification ID
    62-08
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    62M10
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    62B10
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    zbMATH DE Number
    7220989
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    zbMATH Keywords
    AIC
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    AIC\(_{\mathrm C}\)
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    AIC\(_{\mathrm u}\)
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    AR-sieve bootstrap
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    bootstrap model selection criteria
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    moving block bootstrap
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    OpenAlex ID
    W1520031055
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