Resampling a nonlinear regression model in the frequency domain

DOI10.1080/03610919908813552zbMath0928.62046OpenAlexW2077972210MaRDI QIDQ4266848

Jan Christoffersson

Publication date: 11 January 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813552

zbMATH Keywords

bootstrapfrequency domainautocorrelation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09)

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