Pages that link to "Item:Q4696582"
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The following pages link to BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582):
Displayed 18 items.
- Bootstrapping general first order autoregression (Q1129468) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models (Q1916221) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Bootstrapping forecast intervals in ARCH models (Q1969428) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions (Q2738928) (← links)
- Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
- Testing for dependence in the input to a linear time series model (Q4345896) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- (Q5687704) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)