Bootstrap in moving average models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 42 (1990)
Issue (Month): 4 (December)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102845
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Blake, Andrew P. & Kapetanios, George, 2000.
"A radial basis function artificial neural network test for ARCH,"
Elsevier, vol. 69(1), pages 15-23, October.
- n/a, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," NIESR Discussion Papers 188, National Institute of Economic and Social Research.
- Moon, Seongman & Velasco, Carlos, 2013.
"Tests for m-dependence based on sample splitting methods,"
Journal of Econometrics,
Elsevier, vol. 173(2), pages 143-159.
- Seongman Moon & Carlos Velasco, 2011. "Tests for m-dependence Based on Sample Splitting Methods," Working Papers 1108, Research Institute for Market Economy, Sogang University.
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.