scientific article; zbMATH DE number 4119442

zbMATH Open0683.62047MaRDI QIDQ4733259FDOQ4733259

Authors: Drago Čepar, Zoran Radalj 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriesARMA modelsimulation experimentsestimation of the covariance matrixboostrap method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited In (2)

• Bootstrapping moving average models
• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS

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