Paige, Robert; Trindade, A.; Wickramasinghe, R. - In: Annals of the Institute of Statistical Mathematics 66 (2014) 5, pp. 961-981
We propose two substantive extensions to the saddlepoint-based bootstrap (SPBB) methodology, whereby inference in parametric models is made through a monotone quadratic estimating equation (QEE). These are motivated through the first-order moving average model, where SPBB application is...