Bootstrap order selection for autoregressive models

DOI10.1080/00949659808811911zbMath0920.62109OpenAlexW2103497583MaRDI QIDQ4237835

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Publication date: 14 June 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811911

zbMATH Keywords

autoregressionexperimental designsorder selectionmoving block bootstrap

Mathematics Subject Classification ID

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

Cites Work

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