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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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