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An alternative bootstrap to moving blocks for time series regression models

โœ Scribed by Javier Hidalgo


Book ID
108432691
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
327 KB
Volume
117
Category
Article
ISSN
0304-4076

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๐Ÿ“œ SIMILAR VOLUMES


On Edgeworth Expansion and Moving Block
โœ Soumendra Nath Lahiri ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 870 KB

where x i 's are known p\_1 vectors, ; is a p\_1 vector of parameters, and = 1 , = 2 , ... are stationary, strongly mixing random variables. Let ; n denote an M-estimator of ; corresponding to some score function . Under some conditions on , x i 's and = i 's, a two-term Edgeworth expansion for Stud