Some empirical results using block bootstrap in estimating the coefficients of a periodic autoregressive model

Publié en ligne: 21 sept. 2023

Pages: 34 - 41

DOI: https://doi.org/10.2478/bjir-2023-0004

Mots clés

Block bootstrap, periodicity, Periodic Autoregressive (PAR) models, estimation, confidence interval, resampling

© 2023 Lorena Margo Zeqo, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial 4.0 International License.