Extensions of saddlepoint-based bootstrap inference

DOI10.1007/S10463-013-0434-9MaRDI QIDQ741159zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 10 September 2014

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-013-0434-9

zbMATH Keywords

estimating equationsaddlepoint approximationmixed distributionelliptically contoured distributionexponential power distributionmoving average modelMA(1)

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• scientific article; zbMATH DE number 5697603 (Why is no real title available?)
• scientific article; zbMATH DE number 5769818 (Why is no real title available?)

Describes a project that uses

Uses Software

• TSA
• astsa
• normalp

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