Extensions of saddlepoint-based bootstrap inference

DOI10.1007/s10463-013-0434-9zbMath1309.62062OpenAlexW2006225365MaRDI QIDQ741159

D. Kharzeev

Publication date: 10 September 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-013-0434-9

zbMATH Keywords

saddlepoint approximationelliptically contoured distributionestimating equationexponential power distributionmoving average modelmixed distributionMA(1)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

• normalp
• astsa
• TSA

Cites Work

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