Bootstrapping continuous time autoregressive processes
Publisher:
Year
: 2014DOI: 10.1007/s10463-013-0406-0
Keyword(s): Autocovariance,Bootstrap,CARMA processes,Lévy process
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:
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Statistics
Bootstrapping continuous time autoregressive processes
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| 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 | https://libsearch.um.ac.ir:443/fum/handle/fum/582149?locale-attribute=en | |
| 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 |