A Note on Bootstrapping M-Estimators in ARMA Models (Q2703240)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Note on Bootstrapping M-Estimators in ARMA Models |
scientific article |
Statements
A Note on Bootstrapping M-Estimators in ARMA Models (English)
0 references
1 March 2001
0 references
M-estimators
0 references
ARMA models
0 references
bootstrap
0 references
estimating equations
0 references
asymptotic validity
0 references