Parametric bootstrap inference in bilinear models.

MaRDI QIDQ1605880zbMATH OpenFDO

Authors Michele La Rocca, Cosimo Damiano Vitale

Publication date 28 July 2002

Published in Metron (Search for Journal in Brave)

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Parametric tolerance and confidence regions (62F25)

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(2)

• Confidence Intervals for the Hyperparameters in Structural Models
• Parameter estimation and bootstrap confidence intervals of generalized discrete exponential family ARMA models

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