Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes (Q1914701)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes |
scientific article; zbMATH DE number 892491
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes |
scientific article; zbMATH DE number 892491 |
Statements
Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes (English)
0 references
5 August 1996
0 references
impuls responses
0 references
multivariate time series
0 references
infinite order vector autoregressive process
0 references
bootstrap
0 references
estimated autoregressive coefficients
0 references
estimated moving average coefficients
0 references
0.8259854316711426
0 references
0.8099919557571411
0 references
0.7990332841873169
0 references
