scientific article; zbMATH DE number 6026913

zbMath1248.62155MaRDI QIDQ5389676

Zuzana Prášková

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33618

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

heteroskedasticityrandom coefficient autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Random autoregressive models: A structured overview ⋮ Simultaneous bootstrap for all three parameters in random coefficient autoregressive models ⋮ Nonparametric estimation of mean-squared prediction error in nested-error regression models ⋮ Testing the suitability of polynomial models in errors-in-variables problems

Cites Work

• Bootstrap procedures under some non-i.i.d. models
• Autoregressive series with random parameters
• Stochastic Limit Theory
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