Improved nonparametric confidence intervals in time series regressions (Q5478900)
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scientific article; zbMATH DE number 5040984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved nonparametric confidence intervals in time series regressions |
scientific article; zbMATH DE number 5040984 |
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Improved nonparametric confidence intervals in time series regressions (English)
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13 July 2006
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Bootstrap
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Confidence intervals
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Studentization
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Time series regressions
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Prewhitening
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