Sieve bootstrap for time series (Q1363399)
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scientific article; zbMATH DE number 1046398
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sieve bootstrap for time series |
scientific article; zbMATH DE number 1046398 |
Statements
Sieve bootstrap for time series (English)
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13 November 1997
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Akaike information criterion
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ARMA
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autoregressive approximation
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autoregressive spectrum
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stationary sequence
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threshold model
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linear process
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autoregressive processes
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AR\((p(n))\) model
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residuals
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sieve bootstrap
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model-free
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consistency
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blockwise bootstrap
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rate of convergence
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0.8901035785675049
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0.880287230014801
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0.8749557733535767
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0.8625719547271729
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