Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space
type: Item
instance of: scholarly article
title: Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space
zbMATH Open document ID: 0956.62076
author: Glaura C. Franco
author: Siem Jan Koopman
author: Reinaldo C. Souza
published in: Brazilian Journal of Probability and Statistics
publication date: 2001-03-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1507770
zbMATH Keywords: Kalman filter
zbMATH Keywords: state space
zbMATH Keywords: unobserved components
zbMATH Keywords: time series models
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1507770