Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes

Author: Paparoditis E.  

Publisher: Academic Press

ISSN: 0047-259X

Source: Journal of Multivariate Analysis, Vol.57, Iss.2, 1996-05, pp. : 277-296

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract