Bootstrapping moving average models

DOI10.1007/BF02589032MaRDI QIDQ3598253zbMATH OpenFDO

Authors Marcella Corduas

Publication date 3 February 2009

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

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)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• A method for autoregressive-moving average estimation
• Bias of some commonly-used time series estimates
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Recursive estimation of mixed autoregressive-moving average order
• The Fitting of Time-Series Models
• The jackknife and the bootstrap for general stationary observations

Cited in

(6)

• Linear bootstrap methods for vector autoregressive moving-average models
• 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
• scientific article; zbMATH DE number 4119442 (Why is no real title available?)
• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS

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