Wild multiplicative bootstrap for M and GMM estimators in time series
Francesco Audrino, Lorenzo Camponovo and Constantin Roth
| Year of publication: |
2019
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|---|---|
| Authors: | Audrino, Francesco ; Camponovo, Lorenzo ; Roth, Constantin |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 1, p. 165-186
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| Subject: | M and GMM estimators | time series | wild bootstrap | Bootstrap-Verfahren | Bootstrap approach | Momentenmethode | Method of moments | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2019.1.165 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176455