Simulation and application of subsampling for threshold autoregressive moving-average models

DOI10.1080/03610918.2019.1699932OpenAlexW2995831783WikidataQ126584771 ScholiaQ126584771MaRDI QIDQ5082961

Lianbin Zeng, Dong Li, Muyi Li

Publication date: 21 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2019.1699932

zbMATH Keywords

confidence intervalssubsamplingleast squares estimationTARMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Nonparametric statistical resampling methods (62G09)

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