Edgeworth correction by bootstrap in autoregressions (Q1107918): Difference between revisions
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Latest revision as of 15:30, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth correction by bootstrap in autoregressions |
scientific article |
Statements
Edgeworth correction by bootstrap in autoregressions (English)
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1988
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bootstrap
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least-squares method
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Edgeworth expansions
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Cramér condition
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distribution of least-squares estimates
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autoregressions
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normal approximation error
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