The usual methods of time series coefficients estimates require various presumptions, which are often not fulfilled in praxis. It is problematic to determine reliability of these estimates in such cases. These estimates deficiencies remove bootstrap methods, which offer estimates of their bias and standard error.
The usual methods of time series coefficients estimates require various presumptions, which are often not fulfilled in praxis. It is problematic to determine reliability of these estimates in such cases. These estimates deficiencies remove bootstrap methods, which offer estimates of their bias and standard error. (en)