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Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
Braumann, Alexander; Kreiß, Jens-Peter; Meyer, Marco - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 534-553
Persistent link: https://www.econbiz.de/10012636165
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BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS
Fink, Thorsten; Kreiss, Jens-Peter - In: Journal of Time Series Analysis 34 (2013) 6, pp. 646-667
Persistent link: https://www.econbiz.de/10010713461