๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE PROCESSES WITH INFINITE VARIANCE

โœ Scribed by Dankit Nassiuma


Book ID
111039708
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
332 KB
Volume
14
Category
Article
ISSN
0143-9782

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