Bootstrapping general first order autoregression (Q1129468): Difference between revisions

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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Bootstrapping explosive autoregressive processes
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+Bootstrapping unstable first-order autoregressive processes
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+Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
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+Some asymptotic theory for the bootstrap
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+Edgeworth correction by bootstrap in autoregressions
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+Martingale Central Limit Theorems
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+On asymptotic properties of bootstrap for AR(1) processes
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+Asymptotic distribution of an estimator of the boundary parameter of an unstable process
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