Parameter estimation and bootstrap confidence intervals of generalized discrete exponential family ARMA models (Q3420795)
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scientific article; zbMATH DE number 5120971
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| English | Parameter estimation and bootstrap confidence intervals of generalized discrete exponential family ARMA models |
scientific article; zbMATH DE number 5120971 |
Statements
2 February 2007
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generalized discrete exponential family
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ARMA models
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scoring algorithm
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moving blocks Bootstrap
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0.8256257772445679
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0.785542905330658
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0.7679405808448792
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0.7653793692588806
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