Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162): Difference between revisions

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+https://doi.org/10.1080/03610929108830545
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+W2077158576
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Bootstrap of the mean in the infinite variance case
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+Bootstrapping unstable first-order autoregressive processes
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+Bootstrap tests and confidence regions for functions of a covariance matrix
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+Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
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+Some asymptotic theory for the bootstrap
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+Edgeworth correction by bootstrap in autoregressions
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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