Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models (Q1916221): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models |
scientific article |
Statements
Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models (English)
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2 July 1996
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bootstrap
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periodogram matrix
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stationary vector autoregressive moving average process
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