Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521)
From MaRDI portal
| File:Ambox important.svg | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping autoregressions with conditional heteroskedasticity of unknown form |
scientific article |
Statements
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (English)
0 references
29 December 2015
0 references
bootstrap
0 references
wild bootstrap
0 references
autoregressions
0 references
conditional heteroskedasticity
0 references
