The various methods of confidence intervals construction for nonlinear regression are considered. The new method named Ε½ . by a method of associated simulation the AS-method is proposed. Using computerized simulation, it is shown on the example that only two methods, the bootstrap and the AS-method,
β¦ LIBER β¦
Confidence intervals for long memory regressions
β Scribed by Kyungduk Ko; Jaechoul Lee; Robert Lund
- Book ID
- 108267513
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 277 KB
- Volume
- 78
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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