A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model

DOI10.2307/2291579MaRDI QIDQ4366097zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis

Publication date 18 November 1997

Full work available at URL https://doi.org/10.2307/2291579

zbMATH Keywords

coherencedynamic regression modelgainresamplingspectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(2)

• Model Checking via Parametric Bootstraps in Time Series Analysis
• Bootstrap methods for dependent data: a review

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