Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space
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Publication:1580832
zbMath0956.62076MaRDI QIDQ1580832
Reinaldo C. Souza, Glaura C. Franco, Siem Jan Koopman
Publication date: 11 March 2001
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)
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