A bootstrapped spectral test for adequacy in weak ARMA models
Ke Zhu, Wai Keung Li
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Zhu, Ke ; Li, Wai Keung |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 113-130
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| Subject: | Block-wise random weighting method | Diagnostic checking | Least squares estimation | Spectral test | Weak ARMA models | Wild bootstrap | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498788