Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
type: Item
instance of: scholarly article
title: Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
zbMATH Open document ID: 0849.62051
DOI: 10.1016/0167-7152(95)00047-X
author: Efstathios Paparoditis
published in: Statistics \& Probability Letters
publication date: 1996-07-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 896103
zbMATH Keywords: bootstrap
zbMATH Keywords: periodogram matrix
zbMATH Keywords: stationary vector autoregressive moving average process
MaRDI profile type: Publication
cites work: Q3313159
cites work: Time series: theory and methods.
cites work: Law of large numbers for the subseries talues of a statistic from a stationary sequence
cites work: Vector linear time series models
cites work: BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
cites work: Q3084297
full work available at URL: 0167-7152(95)00047-x
OpenAlex ID: W1974595597
description: scientific article; zbMATH DE number 896103