A resampling method for regression models with serially correlated errors

DOI10.1016/S0167-9473(96)00081-3zbMath0900.62216MaRDI QIDQ1391331

Jan Christoffersson

Publication date: 22 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Fourier transformResamplingSerial correlationRegression model

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Resampling a nonlinear regression model in the frequency domain ⋮ Applied regression analysis bibliography update 1994-97

Uses Software

• bootstrap

Cites Work

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• Time Series