BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS

DOI10.1111/j.1467-9892.1992.tb00109.xzbMath0787.62092OpenAlexW2147534109MaRDI QIDQ4696582

Publication date: 29 June 1993

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00109.x

zbMATH Keywords

bootstrap simulation asymptotic expansion residuals consistent estimation stationary ARMA model \(N\)-estimators linear time-series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

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Cites Work