VARIANCE ESTIMATION FOR SAMPLE AUTOCOVARIANCES: DIRECT AND RESAMPLING APPROACHES
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Publication:5451109
DOI10.1111/j.1467-842X.1991.tb00410.xzbMath1130.62314MaRDI QIDQ5451109
Scott L. Zeger, Jeffrey S. Simonoff, Clifford M. Hurvich
Publication date: 18 March 2008
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40)
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