A Note on Bootstrapping M-Estimators in ARMA Models

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DOI10.1111/1467-9892.00143zbMath0956.62073OpenAlexW2017407421MaRDI QIDQ2703240

Somnath Datta, Michael R. Allen

Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00143

zbMATH Keywords

bootstrap M-estimators estimating equations ARMA models asymptotic validity

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (2)

Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter ⋮ Bootstrap-based ARMA order selection

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