Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 신동완 | * |
dc.contributor.author | 황은주 | * |
dc.date.accessioned | 2016-08-28T12:08:32Z | - |
dc.date.available | 2016-08-28T12:08:32Z | - |
dc.date.issued | 2011 | * |
dc.identifier.issn | 0143-9782 | * |
dc.identifier.other | OAK-7497 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/221560 | - |
dc.description.abstract | We consider stationary bootstrap approximation of the non-parametric kernel estimator in a general kth-order nonlinear autoregressive model under the conditions ensuring that the nonlinear autoregressive process is a geometrically Harris ergodic stationary Markov process. We show that the stationary bootstrap procedure properly estimates the distribution of the non-parametric kernel estimator. A simulation study is provided to illustrate the theory and to construct confidence intervals, which compares the proposed method favorably with some other bootstrap methods. © 2010 Blackwell Publishing Ltd. | * |
dc.language | English | * |
dc.title | Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model | * |
dc.type | Article | * |
dc.relation.issue | 3 | * |
dc.relation.volume | 32 | * |
dc.relation.index | SCI | * |
dc.relation.index | SCIE | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 292 | * |
dc.relation.lastpage | 303 | * |
dc.relation.journaltitle | Journal of Time Series Analysis | * |
dc.identifier.doi | 10.1111/j.1467-9892.2010.00699.x | * |
dc.identifier.wosid | WOS:000289262000008 | * |
dc.identifier.scopusid | 2-s2.0-79953877254 | * |
dc.author.google | Hwang E. | * |
dc.author.google | Shin D.W. | * |
dc.contributor.scopusid | 신동완(7403352539) | * |
dc.contributor.scopusid | 황은주(23094221200) | * |
dc.date.modifydate | 20240116115756 | * |