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Addendum to “Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models”

✍ Scribed by Efstathios Paparoditis


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
35 KB
Volume
37
Category
Article
ISSN
0167-7152

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📜 SIMILAR VOLUMES


Bootstrapping periodogram and cross peri
✍ Efstathios Paparoditis 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 26 KB

There are some not corrected misprints in the proof of Theorem 2.1 which could be misleading. In particular, the' ~' in the second line of the proof should be replaced by a' = '. The covariance matrix of the random variable Zc is equal to ,~. Finally, the assumption E(e4t) < oo for ie {1, 2} should