Bootstrapping moving average models

DOI10.1007/BF02589032zbMath1446.62237MaRDI QIDQ3598253

Marcella Corduas

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

bootstraptime seriesmoving average models

Mathematics Subject Classification ID

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

Related Items (2)

Paraconsistent Artificial Neural Network for Structuring Statistical Process Control in Electrical Engineering ⋮ Linear bootstrap methods for vector autoregressive moving-average models

Cites Work

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• On bootstrapping two-stage least-squares estimates in stationary linear models
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Bias of some commonly-used time series estimates
• The Fitting of Time-Series Models
• A method for autoregressive-moving average estimation
• Recursive estimation of mixed autoregressive-moving average order

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