Zobrazeno 1 - 1
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pro vyhledávání: '"Maria Fragkeskou"'
Publikováno v:
Journal of Time Series Analysis. 39:356-379
Two modifications of the autoregressive†sieve and of the autoregressive bootstrap are proposed. The first modification replaces the classical i.i.d. resampling scheme applied to the residuals of the autoregressive fit by the generation of i.i.d.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72047eddc5c3e880abba238275ee2f7f
https://doi.org/10.1111/jtsa.12275
https://doi.org/10.1111/jtsa.12275
