Bootstrapping ARMA time series models after model selection
Author:
Affiliation:
1. Department of Mathematics and Physics, Westminster College, Fulton, Missouri, USA
2. School of Mathematical & Statistical Sciences, Southern Illinois University, Carbondale, Illinois, USA
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2023.2280546
Reference49 articles.
1. Akaike, H. 1973. Information theory and an extension of the maximum likelihood principle. Proceedings, 2nd International Symposium on Information Theory, ed. by B. N. Petrov and F. Csakim, 267–81. Budapest: Akademiai Kiado.
2. Anderson, T. W. 1971. The statistical analysis of time series. Hoboken, NJ: Wiley.
3. Estimation for Autoregressive Moving Average Models in the Time and Frequency Domains
4. Effects of Not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction—I
5. Bickel P. J. and J. J. Ren 2001. The bootstrap in hypothesis testing. In State of the art in probability and statistics: Festschrift for William R. van Zwet ed. by M. de Gunst C. Klaassen and A. van der Vaart 91–112. Hayward CA: The Institute of Mathematical Statistics.
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