Recent developments in bootstrapping time series

DOI10.1080/07474930008800457zbMath0949.62022OpenAlexW2019986161WikidataQ126257385 ScholiaQ126257385MaRDI QIDQ4493472

Jeremy Berkowitz, Lutz Kilian

Publication date: 20 November 2000

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930008800457

zbMATH Keywords

bootstrapfrequency domainblocksARMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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