scientific article

zbMATH Open0656.62027MaRDI QIDQ3803983

Keming Yu

Publication date: 1987

Title of this publication is not available (Why is that?)

zbMATH Keywords

bootstrap approximationleast squares estimatesvariance estimatessmooth autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH

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