Bootstrapping a time series model: some empirical results

Bibliography

• Ansley , C.F. 1979 . An Algorithm for the Exact Likelihood of a Mixed Autoregressive-Moving Average Process . Biometrika , 66 ( 1 ) : 59 – 65 .
   Web of Science ®Google Scholar
• Ansley , C.F. and Newbold , P. 1980 . Finite Sample Properties of Estimators for Autoregressive Moving Average Models . Journal of Econometrics , 13 ( 1 ) : 159 – 183 .
   Web of Science ®Google Scholar
• Bowerman , B.L. and O'connell , R.T. 1979 . Forecasting and Time Series , California : Duxbury Press .
   Google Scholar
• Box , G.E.P. and Jenkins , G.M. 1968 . Some Recent Advances in Forecasting and Control, Part I . Applied Statistics , 17 : 91 – 109 .
   Web of Science ®Google Scholar
• Box , G.E.P. and Jenkins , G.M. 1976 . Time Series Analysis Forecasting and Control , San Francisco : Holden-Day, Inc .
   Google Scholar
• Efron , B. 1979 . Bootstrap Methods: Another Look at the Jackknife . Annals of Statistics , 7 : 1 – 26 .
   Web of Science ®Google Scholar
• Efron B. The Jackknife, the Bootstrap, and Other Resampling Plans The Conference Board of the Mathematical Sciences 1982 Society for Industrial and Applied Mathematics, Monograph #38 supported by th
   Google Scholar
• Fisher , R.A. 1915 . Frequency Distribution of the Values of the Correlation Coefficient in Samples from an Indefinitely Large Population . Biometrika , 10 : 507 – 521 .
   Google Scholar
• Fishman , C.S. and Moore , L.R. 1982 . A Statistical Evaluation of Multiplicative Congruentiai Random Number Generators With Modulus 231-1 . Journal of the American Statistical Association , 77 ( 377 ) : 129 – 136 .
   Web of Science ®Google Scholar
• Freedman , D.A. and Peters , S.C. 1984 . Bootstrapping a Regression Equation: Some Empirial Results . Journal of the American Statistical Association , 79 ( 377 ) : 97 – 106 .
   Web of Science ®Google Scholar
• Marquardt , D.W. 1963 . An Algorithm for Least Squares Estimation of Nonlinear Parameters . Journal of the Society of Industrial and Applied Mathematics , 11 ( 2 ) : 431 – 441 . June
   Web of Science ®Google Scholar
• Rao , C.R. 1973 . Linear Statistical Inference and Its Applications , New York : John Wiley & Sons .
   Google Scholar
• SAS Institute inc . 1982 . SAS/ETS User's Guide , Cary, NC : SAS Institute inc .
   Google Scholar
• Son M.S. Bootstrapping A Time Series Model Oklahoma State University 1934 Ph.D dissertation, Department of Statistics
   Google Scholar