Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727)
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scientific article; zbMATH DE number 7739196
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| English | Bootstrap choice of non-nested autoregressive model with non-normal innovations |
scientific article; zbMATH DE number 7739196 |
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Bootstrap choice of non-nested autoregressive model with non-normal innovations (English)
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18 September 2023
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autoregressive model
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model selection
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modified maximum likelihood
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moving blocking bootstrap
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tracking interval
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