Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space (Q1580832): Difference between revisions
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Latest revision as of 04:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space |
scientific article |
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Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space (English)
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11 March 2001
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Kalman filter
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state space
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unobserved components
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time series models
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bootstrap
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