Bootstrapping empirical distribution functions of residuals from autoregressive model fitting

DOI10.1080/03610919608813335zbMATH Open0937.62585OpenAlexW2050642990MaRDI QIDQ4337285FDOQ4337285

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Publication date: 24 August 1997

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919608813335

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Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

Cites Work

• Title not available (Why is that?)
• Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
• Autoregression quantiles and related rank-scores processes
• The empirical distribution function of residuals from generalised regression
• Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors

Cited In (2)

• A bootstrap version of the residual-based smooth empirical distribution function
• An overview of bootstrap methods for estimating and predicting in time series

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