Maximum likelihood and the bootstrap for nonlinear dynamic models

DOI10.1016/S0304-4076(03)00204-5zbMath1337.62043MaRDI QIDQ269240

Sílvia Gonçalves, Halbert White

Publication date: 18 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Wald testquasi-maximum likelihood estimatorblock bootstrapnear epoch dependencenonlinear dynamic model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

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