Bootstrapping a time series model: some empirical results
From MaRDI portal
Publication:3753352
DOI10.1080/03610928608829340zbMATH Open0612.62128OpenAlexW2053139042MaRDI QIDQ3753352FDOQ3753352
Publication date: 1986
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829340
Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Linear Statistical Inference and its Applications
- Bootstrap methods: another look at the jackknife
- Title not available (Why is that?)
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Finite sample properties of estimators for autoregressive moving average models
- An algorithm for the exact likelihood of a mixed autoregressive-moving average process
- A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 2 31 - 1
- Title not available (Why is that?)
Cited In (6)
- An overview of bootstrap methods for estimating and predicting in time series
- Title not available (Why is that?)
- Title not available (Why is that?)
- Bootstrapping time series models
- A comparison of normal and discrete bootstraps for standard errors in equation systems
- A simple bootstrap test for time series regression models
Uses Software
Recommendations
This page was built for publication: Bootstrapping a time series model: some empirical results
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3753352)
