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Jürgen Franke, Jens-Peter Kreiß and Martin Moser

Bootstrap autoregressive order selection

Published in: Statistics & decisions : international mathematical journal for stochastic methods and models 24, 3, 2006

Title

Bootstrap autoregressive order selection

Involved 

Jürgen Franke (Verfasser)
Jens-Peter Kreiß (Verfasser)
Martin Moser (Verfasser)

Published in

Statistics & decisions : international mathematical journal for stochastic methods and models 24, 3, 2006, Seite 305-325

Published

25.09.2009

Language

Englisch

Country

Deutschland

Topic

Mathematik

Subject

autoregression
bootstrap
final prediction error
order selection

DDC notation

519.54

Persistent identifier

urn:nbn:de:101:1-2602120531455.228201934751 (URN)
10.1524/stnd.2006.24.3.305 (DOI)

Record ID

1389628019
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