Pages that link to "Item:Q4859895"
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The following pages link to Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique (Q4859895):
Displaying 4 items.
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- Detecting periods in which a time series model fails to predict the observed volatility (Q1424645) (← links)
- Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
- Nonlinear filters based on taylor series expansions<sup>∗</sup> (Q4337190) (← links)