Inference For Autocorrelations Under Weak Assumptions

DOI10.2307/2291655zbMath0868.62071OpenAlexW4240984622MaRDI QIDQ3129040

Publication date: 12 June 1997

Full work available at URL: https://doi.org/10.2307/2291655

bootstrap ARMA process resampling methods residuals stationary time series autoregressive moving average fitted model large-sample behavior subsamples approximate confidence limits estimated autocorrelation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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