Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap (Q4640229)
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scientific article; zbMATH DE number 6869253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap |
scientific article; zbMATH DE number 6869253 |
Statements
Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap (English)
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16 May 2018
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ARMA models
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sieve bootstrap
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Wold representation
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