Bootstrapping ARMA time series models after model selection

DOI10.1080/03610926.2023.2280546MaRDI QIDQ6641337

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Publication date: 20 November 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• On the Statistical Treatment of Linear Stochastic Difference Equations
• Bootstrapping some GLM and survival regression variable selection estimators

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