Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order (Q4505995)
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scientific article; zbMATH DE number 1507860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order |
scientific article; zbMATH DE number 1507860 |
Statements
Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order (English)
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23 November 2000
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Akaike's information criterion
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percentile t method
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studentization
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calibration
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coverage accuracy
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double bootstrap
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Edgeworth expansion
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moving average
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percentile method
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autoregressive bootstrap
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block bootstrap
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second-order accuracy
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sieve bootstrap
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