Bootstrapping Threshold Autoregressive Models (Q3298676): Difference between revisions
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Revision as of 10:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping Threshold Autoregressive Models |
scientific article |
Statements
Bootstrapping Threshold Autoregressive Models (English)
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15 July 2020
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AIC
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AIC\(_{\mathrm C}\)
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AIC\(_{\mathrm u}\)
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AR-sieve bootstrap
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bootstrap model selection criteria
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moving block bootstrap
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