The Jackknife and the Bootstrap for General Stationary Observations
We extend the jackknife and the bootstrap method of estimating standard errors to the case where the observations form a general stationary sequence. We do not attempt a reducti...
We extend the jackknife and the bootstrap method of estimating standard errors to the case where the observations form a general stationary sequence. We do not attempt a reducti...
A new approximation to the maximum likelihood equations for a Gaussian first order conditional scheme is proposed. The approximated equations include edge correction terms and c...
h-index: Number of publications with at least h citations each.