scientific article; zbMATH DE number 4119442

MaRDI QIDQ4733259zbMATH OpenFDO

Authors Drago Čepar, Zoran Radalj

Publication date 1989

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)

Recommendations

• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
• Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
• Bootstrapping moving average models
• Bootstrapping a time series model: some empirical results
• A note on bootstrapping \(M\)-estimators in ARMA models

Cited in

(2)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4733259)