Bootstrapping Some Statistics Useful in Identifying ARMA Models

Publisher Website

1 January 1992

book chapter
Published by Springer Nature

p. 115-119
https://doi.org/10.1007/978-3-642-48850-4_15

Abstract

No abstract available

Keywords

This publication has 3 references indexed in Scilit:

Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen
Published by Springer Nature ,1990
The Jackknife and the Bootstrap for General Stationary Observations
The Annals of Statistics, 1989
Algorithm AS 237: The Corner Method for Identifying Autoregressive Moving Average Models
Journal of the Royal Statistical Society Series C: Applied Statistics, 1988