Linear bootstrap methods for vector autoregressive moving-average models (Q5220857)
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scientific article; zbMATH DE number 7183194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear bootstrap methods for vector autoregressive moving-average models |
scientific article; zbMATH DE number 7183194 |
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Linear bootstrap methods for vector autoregressive moving-average models (English)
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27 March 2020
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stationary
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invertible
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echelon VARMA
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linear estimation
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bootstrap
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parametric methods
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nonparametric methods
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small-sample
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inference
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maximized Monte Carlo tests
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confidence intervals
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