Bootstrapping periodically autoregressive models

DOI10.1051/ps/2017017zbMath1450.62110OpenAlexW2751169636MaRDI QIDQ4578059

Paweł Potorski, Gabriela Ciołek

Publication date: 7 August 2018

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2017017

zbMATH Keywords

bootstraptime seriesleast squares estimationperiodically autoregressive models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (1)

Bootstrap choice of non-nested autoregressive model with non-normal innovations

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