𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bootstrap in moving average models

✍ Scribed by Arup Bose


Publisher
Springer Japan
Year
1990
Tongue
English
Weight
648 KB
Volume
42
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Bootstrapping periodogram and cross peri
✍ Efstathios Paparoditis πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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

On Some Integer-Valued Autoregressive Mo
✍ E.E.A.A. Aly; N. Bouzar πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 714 KB

The purpose of this paper is to extend the class of \(A R(1)\) models introduced by Aly and Bouzar (1994) to more general \(A R M A\) models. As an application some new Poisson geometric, negative binomial, and Poisson logarithmic ARMA models are derived. 1994 Academic Press, Inc.