Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q269239 |
||
| Property / author | |||
| Property / author: Sílvia Gonçalves / rank | |||
Revision as of 05:34, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
scientific article |
Statements
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (English)
0 references
29 December 2015
0 references
bootstrap
0 references
wild bootstrap
0 references
autoregressions
0 references
conditional heteroskedasticity
0 references
