Bootstrapping Stationary ARMA-GARCH Models

Bootstrapping Stationary ARMA-GARCH Models by Kenichi Shimizu.

Bootstrap technique is a useful tool for assessing uncertainty in statistical estimation and thus it is widely applied for risk management. Bootstrap is without doubt a promising technique, however, it is not applicable to all time series models. A wrong application could lead to a false decision to...

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Bibliographic Details
Main Author: Shimizu, Kenichi (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Wiesbaden : Vieweg+Teubner Verlag : Imprint: Vieweg+Teubner Verlag, 2010.
Edition:1st ed. 2010.
Series:Springer eBook Collection.
Subjects:
Probabilities.
Mathematical models.
Mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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