Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models (Q4928553)

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scientific article; zbMATH DE number 6176316
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Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models
scientific article; zbMATH DE number 6176316

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    Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models (English)
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    14 June 2013
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    autoregression
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    bias
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    efficiency
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    mean squared error
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    bootstrap
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    jackknife
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    moment approximation
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    non-normal
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