Bootstrap in moving average models

DOI10.1007/BF02481148zbMath0721.62089MaRDI QIDQ2641053

Arup Bose

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

invertibility condition; bootstrap approximation; Edgeworth expansions; empirical distribution function; moving average models; Cramér's condition; bootstrap principle; simulation studies; stationary autoregressions

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G09: Nonparametric statistical resampling methods

62E17: Approximations to statistical distributions (nonasymptotic)

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