Browsing by Subject "moving block bootstrap"

Now showing items 1-2 of 2

    • Article  

      Bootstrap order selection for SETAR models 

      Fenga, L.; Politis, Dimitris Nicolas (2015)
      In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results ...
    • Article  

      LASSO order selection for sparse autoregression: a bootstrap approach 

      Fenga, L.; Politis, Dimitris Nicolas (2017)
      Autoregressive models are widely employed for predictions and other inferences in many scientific fields. While the determination of their order is in general a difficult and critical step, this task becomes more complicated ...