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Bootstrap in moving average models

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Author Info

  • Arup Bose

Abstract

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File URL: http://hdl.handle.net/10.1007/BF02481148
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Bibliographic Info

Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 42 (1990)
Issue (Month): 4 (December)
Pages: 753-768

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Handle: RePEc:spr:aistmt:v:42:y:1990:i:4:p:753-768

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Web page: http://www.springerlink.com/link.asp?id=102845

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Related research

Keywords: Moving average models; stationary autoregressions; Cramer's condition; Edgeworth expansions; empirical distribution function; bootstrap;

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Cited by:
  1. repec:sgo:wpaper:1108 is not listed on IDEAS
  2. n/a, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," NIESR Discussion Papers 188, National Institute of Economic and Social Research.
  3. Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter, 2001. "Bootstrap methods for time series," SFB 373 Discussion Papers 2001,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  4. Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary, University of London, School of Economics and Finance.
  5. Datta, Somnath, 1995. "Limit theory and bootstrap for explosive and partially explosive autoregression," Stochastic Processes and their Applications, Elsevier, vol. 57(2), pages 285-304, June.
  6. Moon, Seongman & Velasco, Carlos, 2013. "Tests for m-dependence based on sample splitting methods," Journal of Econometrics, Elsevier, vol. 173(2), pages 143-159.

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