A sieve bootstrap test for stationarity
- Author
- PSARADAKIS, Zacharias1
[1] School of Economics, Mathematics and Statistics, Birkbeck College, University of London, 7-15 Gresse Street, London WIT ILL, United Kingdom - Source
Statistics & probability letters. 2003, Vol 62, Num 3, pp 263-274, 12 p ; ref : 21 ref
- CODEN
- SPLTDC
- ISSN
- 0167-7152
- Scientific domain
- Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Keyword (fr)
- Approximation Autorégression Bootstrap Fréquence Pont brownien Processus linéaire Processus stationnaire Rejet Série temporelle Taille échantillon Test hypothèse Série stationnaire
- Keyword (en)
- Approximation Autoregression Bootstrap Frequency Brownian bridge Linear process Stationary process Rejection Time series Sample size Hypothesis test Stationary series
- Keyword (es)
- Aproximación Autoregresión Bootstrap Frecuencia Puente browniano Proceso lineal Proceso estacionario Rechazo Serie temporal Tamaño muestra Test hipótesis
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 14643451
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/S0167-7152(03)00012-9 
https://dx.doi.org/10.1016/S0167-7152(03)00012-9
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