Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
DOI10.1006/JMVA.1996.0034zbMATH Open0863.62078OpenAlexW2021851746MaRDI QIDQ1914701FDOQ1914701
Authors: Efstathios Paparoditis
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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