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Parametric bootstrap inference in bilinear models

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  • Michele La Rocca
  • Cosimo Vitale

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  • Michele La Rocca & Cosimo Vitale, 2001. "Parametric bootstrap inference in bilinear models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 101-116.
    • Handle: RePEc:mtn:ancoec:2001:3:08
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    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2001-LIX-3_4-8.pdf
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    References listed on IDEAS

    as
    1. Jens‐Peter Kreiss & Jürgen Franke, 1992. "Bootstrapping Stationary Autoregressive Moving‐Average Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(4), pages 297-317, July.
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