Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap (Q4640229)
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scientific article; zbMATH DE number 6869253
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| 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)
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16 May 2018
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ARMA models
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sieve bootstrap
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Wold representation
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0.8106712698936462
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0.8028427362442017
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0.7833975553512573
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0.7829931974411011
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0.771329402923584
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