scientific article; zbMATH DE number 1392476

zbMATH Open0945.62082MaRDI QIDQ4936192

Meinert Mellows

Publication date: 24 January 2000

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

zbMATH Keywords

bootstrapsimulationsnonlinear time seriesnonnormal distributionstests for nonlinearity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (4)

Boosting techniques for nonlinear time series models ⋮ Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ ⋮ A simple bootstrap test for time series regression models ⋮ Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space

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