Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods

✍ Scribed by A. Canepa; L. G. Godfrey

• Book ID: 111040014
• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 537 KB
• Volume: 28
• Category: Article
• ISSN: 0143-9782
• DOI: 10.1111/j.1467-9892.2006.00518.x