Linear bootstrap methods for vector autoregressive moving-average models
T Jouini - Journal of Statistical Computation and Simulation, 2015 - Taylor & Francis
… Our methods are practical and useful for building reliable simulation-based inference and forecasting without implementing nonlinear estimation techniques such as ML which is usually …
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… Our methods are practical and useful for building reliable simulation-based inference and forecasting without implementing nonlinear estimation techniques such as ML which is usually …