Bootstrap order determination for ARMA models: a comparison between different model selection criteria

DOI10.1155/2017/1235979zbMath1431.62368OpenAlexW2607006239WikidataQ59147007 ScholiaQ59147007MaRDI QIDQ1658076

Livio Fenga

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/1235979

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Statistical aspects of information-theoretic topics (62B10)

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