Sieve bootstrap for time series

Bernoulli

Volumn 3, Issue 2, 1997, Pages 123-148

  Bühlmann, Peter ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Akaike information criterion; AR( ); ARMA; autoregressive approximation; autoregressive spectrum; blockwise bootstrap; linear process; resampling; stationary sequence; threshold model

Indexed keywords

EID: 85015431832     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318584     Document Type: Article

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