A Note on Bootstrapping M-Estimators in ARMA Models
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Publication:2703240
DOI10.1111/1467-9892.00143zbMath0956.62073MaRDI QIDQ2703240
Somnath Datta, Michael R. Allen
Publication date: 1 March 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00143
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
62F40: Bootstrap, jackknife and other resampling methods
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