Addendum to ``Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models

DOI10.1016/S0167-7152(97)80002-8zbMATH Open0888.62093OpenAlexW2788678114MaRDI QIDQ1382203

Efstathios Paparoditis

Publication date: 6 May 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)80002-8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Autoregressive-aided periodogram bootstrap for time series 👍 👎
• Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes 👍 👎
• Bootstrapping periodically autoregressive models 👍 👎
• ERRATUM 👍 👎

This page was built for publication: Addendum to ``Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1382203)