Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4149(94)00078-8
+Normal rank
@@ Property / OpenAlex ID @@
+W2045868572
@@ Property / OpenAlex ID: W2045868572 / rank @@
+Normal rank
@@ Property / cites work @@
+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap of the mean in the infinite variance case
+Normal rank
@@ Property / cites work @@
+Bootstrapping explosive autoregressive processes
@@ Property / cites work: Bootstrapping explosive autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Edgeworth correction by bootstrap in autoregressions
+Normal rank
@@ Property / cites work @@
+Bootstrap in moving average models
@@ Property / cites work: Bootstrap in moving average models / rank @@
+Normal rank
@@ Property / cites work @@
+Inference for Near-Integrated Time Series With Infinite Variance
+Normal rank
@@ Property / cites work @@
+Asymptotic inference for nearly nonstationary AR(1) processes
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Limiting behavior of weighted sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Q4114551
@@ Property / cites work: Q4114551 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory and bootstrap for explosive and partially explosive autoregression
+Normal rank
@@ Property / cites work @@
+Parameter estimation for some time series models without contiguity
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models
+Normal rank
@@ Property / cites work @@
+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
+Normal rank
@@ Property / cites work @@
+Weakly adaptive estimators in explosive autoregression
+Normal rank
@@ Property / cites work @@
+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
+Normal rank
@@ Property / cites work @@
+ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+Q4085017
@@ Property / cites work: Q4085017 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of an estimator of the boundary parameter of an unstable process
+Normal rank
@@ Property / cites work @@
+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances
+Normal rank