Testing periodicity in time series models -- A recommendation of bootstrap models

zbMath0922.62089MaRDI QIDQ1297854

Helmut Herwartz

Publication date: 14 September 1999

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

bootstraptime seriesperiodicityhypotheses testingautoregression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Bootstrap inference in systems of single equation error correction models ⋮ A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes

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