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Bootstrap autoregressive order selection - MaRDI portal

Bootstrap autoregressive order selection (Q3438351)

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scientific article
Language Label Description Also known as
English
Bootstrap autoregressive order selection
scientific article

    Statements

    title
    Bootstrap autoregressive order selection (English)
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    author
    Jürgen Franke
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    Martin Moser
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    Jens-Peter Kreiss
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    publication date
    15 May 2007
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    zbMATH Keywords
    autoregression
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    bootstrap
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    final prediction error
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    order selection
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F40
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    62F12
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    65C60
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    60G10
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    zbMATH DE Number
    5153102
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    OpenAlex ID
    W2058298923
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