Bootstrap of a Linear Model with AR-Error Structure.
Metrika, Tome 42 (1995) no. 3-4, pp. 395-410
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
generalized least squares, linear model, autoregressive error structure, two-stage GLS estimator, bootstrap approximation, simulation study, normal approximation
@article{MET_1995__42_3-4_176621,
author = {Winfried Stute},
title = {Bootstrap of a {Linear} {Model} with {AR-Error} {Structure.}},
journal = {Metrika},
pages = {395--410},
year = {1995},
volume = {42},
number = {3-4},
zbl = {0838.62051},
url = {http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176621/}
}
Winfried Stute. Bootstrap of a Linear Model with AR-Error Structure.. Metrika, Tome 42 (1995) no. 3-4, pp. 395-410. http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176621/