BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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Cites work
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Bootstrapping regression models
- Edgeworth correction by bootstrap in autoregressions
- Estimation of the distribution function of noise in stationary processes
- scientific article; zbMATH DE number 4018126 (Why is no real title available?)
- On adaptive estimation in stationary ARMA processes
- On bootstrapping two-stage least-squares estimates in stationary linear models
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
- Some asymptotic theory for the bootstrap
Cited in
(65)- A time series bootstrap procedure for interpolation intervals
- Bootstrapping general first order autoregression
- An overview of bootstrap methods for estimating and predicting in time series
- Autoregressive-aided periodogram bootstrap for time series
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
- Bootstrap point optimal unit root tests
- Bootstrap of minimum distance estimators in regression with correlated disturbances
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
- Bootstraps for time series
- Resampling time series using missing values techniques
- Limit theory and bootstrap for explosive and partially explosive autoregression
- Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
- Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
- On asymptotic properties of bootstrap for AR(1) processes
- Bootstrapping forecast intervals in ARCH models
- Testing for the presence of jump components in jump diffusion models
- A single-index model procedure for interpolation intervals in time series
- Normalized least-squares estimation in time-varying ARCH models
- Bootstrapping continuous-time autoregressive processes
- Bootstrap in moving average models
- A parametric bootstrap test for cycles
- Bootstrapping regression models with locally stationary disturbances
- A note on bootstrapping \(M\)-estimators in ARMA models
- Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
- A bootstrap test for the equality of nonparametric regression curves under dependence
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
- Bootstrap-based ARMA order selection
- Bootstrap test of goodness of fit to a linear model when errors are correlated
- Bootstrap in nonstationary autoregression.
- Parameter estimation and bootstrap confidence intervals of generalized discrete exponential family ARMA models
- A State space approach to bootstrapping conditional forecasts in arma models
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach
- Bootstrapping moving average models
- Robustness of residual-based bootstrap to the composition of serially correlated errors
- Bootstrapping a time series model: some empirical results
- scientific article; zbMATH DE number 4072126 (Why is no real title available?)
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
- Bootstrapping empirical distribution functions of residuals from autoregressive model fitting
- Testing for dependence in the input to a linear time series model
- Bootstrapping an autoregressive time series model using SAS
- scientific article; zbMATH DE number 4119442 (Why is no real title available?)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator
- scientific article; zbMATH DE number 834115 (Why is no real title available?)
- Bootstrapping time series models
- Catching uncertainty of wind: a blend of sieve bootstrap and regime switching models for probabilistic short-term forecasting of wind speed
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
- Bootstrapping \(M\)-estimators in generalized autoregressive conditional heteroscedastic models
- Bootstrap order selection for SETAR models
- Linear bootstrap methods for vector autoregressive moving-average models
- A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process
- Tests for \(m\)-dependence based on sample splitting methods
- Nonparametric estimation of a time-varying GARCH model
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
- scientific article; zbMATH DE number 958378 (Why is no real title available?)
- Forecasting time series with sieve bootstrap
- The multiple hybrid bootstrap -- resampling multivariate linear processes
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap
- Bootstrap inference in functional linear regression models with scalar response
- Conditional parametric bootstrap in GLARMA models
- Gaussian and bootstrap approximations for functional principal component regression
- Bootstrap methods for dependent data: a review
- Inference in VARs with conditional heteroskedasticity of unknown form
- Bootstrapping explosive autoregressive processes
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