scientific article; zbMATH DE number 958378
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Publication:5687704
zbMath0857.62089MaRDI QIDQ5687704
Publication date: 16 December 1996
Full work available at URL: https://eudml.org/doc/27837
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approximationEdgeworth expansionsample meanstudentized statisticsautoregressive processbootstrap distributiontime-delayed observations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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- On bootstrapping two-stage least-squares estimates in stationary linear models
- Bootstrapping explosive autoregressive processes
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- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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