Bootstrap-based ARMA order selection
type: Item
instance of: scholarly article
title: Bootstrap-based ARMA order selection
zbMATH Open document ID: 1219.62136
DOI: 10.1080/00949650903484166
author: Livio Fenga
author: Dimitris Politis
published in: Journal of Statistical Computation and Simulation
publication date: 2011-08-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5939857
zbMATH Keywords: AIC
zbMATH Keywords: ARMA processes
zbMATH Keywords: SIEVE bootstrap
describes a project that uses: boot
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/00949650903484166
OpenAlex ID: W2004106137
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description: scientific article; zbMATH DE number 5939857