Bootstrapping moving average models

DOI10.1007/BF02589032zbMATH Open1446.62237MaRDI QIDQ3598253FDOQ3598253

Authors: Marcella Corduas 

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Recommendations

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• scientific article; zbMATH DE number 4119442
• Bootstrap Methods for Time Series

zbMATH Keywords

bootstraptime seriesmoving average models

Mathematics Subject Classification ID

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

Cites Work

• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Title not available (Why is that?)
• Recursive estimation of mixed autoregressive-moving average order
• The Fitting of Time-Series Models
• Bias of some commonly-used time series estimates
• A method for autoregressive-moving average estimation

Cited In (6)

• Paraconsistent artificial neural network for structuring statistical process control in electrical engineering
• Bootstrap in moving average models
• Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap
• Title not available (Why is that?)
• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
• Linear bootstrap methods for vector autoregressive moving-average models

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