Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap
Author:
Affiliation:
1. Department of Public Health Sciences, University of Virginia Charlottesville, VA USA
2. Department of Mathematics University of California, San Diego La Jolla, CA USA
Funder
National Science Foundation
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12296
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