BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582): Difference between revisions

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Property / author: Jens-Peter Kreiss / rank
 
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Latest revision as of 17:49, 17 May 2024

scientific article; zbMATH DE number 221009
Language Label Description Also known as
English
BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
scientific article; zbMATH DE number 221009

    Statements

    BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (English)
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    29 June 1993
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    \(N\)-estimators
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    bootstrap
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    linear time-series models
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    stationary ARMA model
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    asymptotic expansion
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    consistent estimation
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    residuals
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    simulation
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