Bootstrapping continuous time autoregressive processes
contributor author | Brockwell, P.J. - Kreiss, J. - Niebuhr, T. | |
date accessioned | 2020-03-11T15:42:33Z | |
date available | 2020-03-11T15:42:33Z | |
date issued | 2014 | |
identifier issn | 0020-3157 | |
identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/582149?show=full | |
format | general | |
language | English | |
publisher | Springer | |
title | Bootstrapping continuous time autoregressive processes | |
type | Journal Paper | |
contenttype | Metadata Only | |
identifier padid | 4442438 | |
subject keywords | Autocovariance | |
subject keywords | Bootstrap | |
subject keywords | CARMA processes | |
subject keywords | Lévy process | |
identifier doi | 10.1007/s10463-013-0406-0 | |
journal title | Annals of the Institute of Statistical Mathematics | |
journal volume | 66 | |
journal issue | 1 | |
filesize | 365233 | |
citations | 0 |
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