Bootstrap of a Linear Model with AR-Error Structure.
Metrika, Tome 42 (1995) no. 3-4, pp. 395-410.

Voir la notice de l'article provenant de 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},
     publisher = {mathdoc},
     volume = {42},
     number = {3-4},
     year = {1995},
     zbl = {0838.62051},
     url = {http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176621/}
}
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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/