Edgeworth correction by bootstrap in autoregressions (Q1107918): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:01, 31 January 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)
0 references
1988
0 references
bootstrap
0 references
least-squares method
0 references
Edgeworth expansions
0 references
Cramér condition
0 references
distribution of least-squares estimates
0 references
autoregressions
0 references
normal approximation error
0 references
