Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 07:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inconsistency of bootstrap for nonstationary, vector autoregressive processes |
scientific article |
Statements
Inconsistency of bootstrap for nonstationary, vector autoregressive processes (English)
0 references
5 December 2005
0 references
bootstrap
0 references
nonstationary vector autoregression
0 references
causality test
0 references
