Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap (Q4640229)
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: Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap |
scientific article; zbMATH DE number 6869253
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap |
scientific article; zbMATH DE number 6869253 |
Statements
Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap (English)
0 references
16 May 2018
0 references
ARMA models
0 references
sieve bootstrap
0 references
Wold representation
0 references
0.8106712698936462
0 references
0.8028427362442017
0 references
0.7833975553512573
0 references
0.7829931974411011
0 references
0.771329402923584
0 references
