Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes

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Publication:1914701

DOI10.1006/JMVA.1996.0034zbMATH Open0863.62078OpenAlexW2021851746MaRDI QIDQ1914701FDOQ1914701


Authors: Efstathios Paparoditis Edit this on Wikidata


Publication date: 5 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0034




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