Robustness of residual-based bootstrap to the composition of serially correlated errors (Q3636729): Difference between revisions
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| Property / cites work: Edgeworth correction by bootstrap in autoregressions / rank | |||
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| Property / cites work: Bootstrap in moving average models / rank | |||
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| Property / cites work: Q4230831 / rank | |||
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| Property / cites work: BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS / rank | |||
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Latest revision as of 16:54, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of residual-based bootstrap to the composition of serially correlated errors |
scientific article |
Statements
Robustness of residual-based bootstrap to the composition of serially correlated errors (English)
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29 June 2009
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residual bootstrap
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wild bootstrap
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serial correlation
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rejection rate
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