Bootstrap in moving average models
From MaRDI portal
Publication:2641053
DOI10.1007/BF02481148zbMath0721.62089MaRDI QIDQ2641053
Publication date: 1990
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
invertibility condition; bootstrap approximation; Edgeworth expansions; empirical distribution function; moving average models; Cramér's condition; bootstrap principle; simulation studies; stationary autoregressions
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G09: Nonparametric statistical resampling methods
62E17: Approximations to statistical distributions (nonasymptotic)
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