Bootstrap Inference for a First-Order Autoregression with Positive Innovations (Q3128745): Difference between revisions
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Bootstrap Inference for a First-Order Autoregression with Positive Innovations | |||
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| Property / author: William P. McCormick / rank | |||
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| Property / author: William P. McCormick / rank | |||
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| Property / full work available at URL: https://doi.org/10.2307/2291519 / rank | |||
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Bootstrap Inference for a First-Order Autoregression with Positive Innovations (English) | |||
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Latest revision as of 00:37, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Inference for a First-Order Autoregression with Positive Innovations |
scientific article |
Statements
11 August 1997
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positive AR(1) processes
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regular variation
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first-order autoregressive sequence
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extreme value estimator
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bootstrap
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confidence interval
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bias correction
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continuous convergence result
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point processes
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Bootstrap Inference for a First-Order Autoregression with Positive Innovations (English)
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