Pages that link to "Item:Q4021568"

The following pages link to ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP (Q4021568):

Displaying 17 items.

• Short run and long run causality in time series: inference (Q291702) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• A bootstrap test for time series linearity (Q993830) (← links)
• Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
• Moving-average representation of autoregressive approximations (Q1910902) (← links)
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
• Determining the order of an arm a model from outlier contaminated data (Q4383744) (← links)
• Recent developments in bootstrapping time series (Q4493472) (← links)
• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
• Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
• (Q5687704) (← links)
• On bootstrap inference in cointegrating regressions (Q5941113) (← links)
• Forecasting time series with sieve bootstrap (Q5956231) (← links)