Add to ORKGThis article proposes omnibus bootstrap specification tests for the FARIMA model using statistics based on Bartlett's T
Masters in Statistics, North-West University, Potchefstroom CampusIn this dissertation, model-based ...
The Bootstrap is the most widely used resampling statistical method. This method becomes very popula...
MSc (Statistics), North-West University, Potchefstroom CampusIn this study we investigate the finite...
This paper proposes goodness-of-fit tests for the class of covariance stationary FARIMA processes. T...
This paper proposes bootstrap assisted specification tests for the autoregressive fractionally integ...
This paper proposes bootstrap assisted specification tests for the autoregressive fractionally integ...
International audienceThe bootstrap is a technique for performing statistical inference. The underly...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The fast double bootstrap, or FDB, is a procedure for calculating bootstrap P values that is much mo...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The construction of bootstrap hypothesis tests can differ from that of bootstrap confidence interval...
Abstract. Bootstrap ideas yield remarkably effective algorithms for realizing certain pro-grams in s...
Decisions based on econometric model estimates may not have the expected effect if the model is miss...
Bootstrap tests are tests for which the signicance level is calculated using some variant of the boo...
This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several...
Masters in Statistics, North-West University, Potchefstroom CampusIn this dissertation, model-based ...
The Bootstrap is the most widely used resampling statistical method. This method becomes very popula...
MSc (Statistics), North-West University, Potchefstroom CampusIn this study we investigate the finite...
This paper proposes goodness-of-fit tests for the class of covariance stationary FARIMA processes. T...
This paper proposes bootstrap assisted specification tests for the autoregressive fractionally integ...
This paper proposes bootstrap assisted specification tests for the autoregressive fractionally integ...
International audienceThe bootstrap is a technique for performing statistical inference. The underly...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The fast double bootstrap, or FDB, is a procedure for calculating bootstrap P values that is much mo...
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resam...
The construction of bootstrap hypothesis tests can differ from that of bootstrap confidence interval...
Abstract. Bootstrap ideas yield remarkably effective algorithms for realizing certain pro-grams in s...
Decisions based on econometric model estimates may not have the expected effect if the model is miss...
Bootstrap tests are tests for which the signicance level is calculated using some variant of the boo...
This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several...
Masters in Statistics, North-West University, Potchefstroom CampusIn this dissertation, model-based ...
The Bootstrap is the most widely used resampling statistical method. This method becomes very popula...
MSc (Statistics), North-West University, Potchefstroom CampusIn this study we investigate the finite...