Bootstrapping empirical distribution functions of residuals from autoregressive model fitting

DOI10.1080/03610919608813335zbMath0937.62585OpenAlexW2050642990MaRDI QIDQ4337285

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Publication date: 24 August 1997

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

Full work available at URL: https://doi.org/10.1080/03610919608813335

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items (1)

An overview of bootstrap methods for estimating and predicting in time series

Cites Work

• Unnamed Item
• The empirical distribution function of residuals from generalised regression
• Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors
• Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
• Autoregression quantiles and related rank-scores processes

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