Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521)
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scientific article; zbMATH DE number 6524533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
scientific article; zbMATH DE number 6524533 |
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (English)
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29 December 2015
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bootstrap
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wild bootstrap
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autoregressions
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conditional heteroskedasticity
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