Pages that link to "Item:Q5859567"

The following pages link to A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567):

Displaying 4 items.

• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)
• The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
• Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)