๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimation and synthesis of singular vector autoregressive processes over component spaces

โœ Scribed by Jinhui Chao; Shigeo Tsujii


Book ID
104172600
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
900 KB
Volume
18
Category
Article
ISSN
0165-1684

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Bootstrapping Autoregressive and Moving
โœ Efstathios Paparoditis ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 925 KB

We consider an r-dimensional multivariate time series [y t , t # Z] which is generated by an infinite order vector autoregressive process. We show that a bootstrap procedure which works by generating time series replicates via an estimated finite k-order vector autoregressive process (k ร„ at an appr