Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap
| Year of publication: |
2018
|
|---|---|
| Authors: | McMurry, Timothy L. ; Politis, Dimitris N. |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 39.2018, 3 (23.03.), p. 433-446
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12296 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094928