Monte Carlo evaluation of asymptotic and bootstrap tests for residual autocorrelation

MaRDI QIDQ4615997zbMATH OpenFDO

Authors Vânia de Fátima Lemes de Miranda, Daniel Furtado Ferreira

Publication date 29 January 2019

Full work available at URL http://jaguar.fcav.unesp.br/RME/fasciculos/v24/v24_n1/A2_Vania_Daniel.pdf

zbMATH Keywords

bootstrapMonte CarloautocorrelationDurbin-Watson's test

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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