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BOOTSTRAPPING PERIODICALLY AUTOREGRESSIVE MODELS

Ciolek, G; Potorski, P

Ciolek, G (reprint author), AGH Univ Sci & Technol, Al Mickiewicza 30, PL-30059 Krakow, Poland.; Ciolek, G (reprint author), Univ Paris Saclay, Telecom ParisTech, LTCI, 46 Rue Barrault, F-75013 Paris, France.

ESAIM-PROBABILITY AND STATISTICS, 2018; 21 (): 394

Abstract

The main objective of this paper is to establish the residual and the wild bootstrap procedures for periodically autoregressive models. We use the lea......

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