Block Bootstraps for Time Series With Fixed Regressors
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Publication:4916455
DOI10.1080/01621459.2011.646929zbMath1261.62081MaRDI QIDQ4916455
Daniel J. Nordman, Soumendra Nath Lahiri
Publication date: 22 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2011.646929
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62F40: Bootstrap, jackknife and other resampling methods
Related Items
Diagnostics for the bootstrap and fast double bootstrap, A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES
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