Nonparametric prediction intervals for explosive ar(1)-processes (Q3432339): Difference between revisions

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+https://doi.org/10.1080/10485259308832549
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+W2077514331
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
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+Bootstrapping explosive autoregressive processes
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+Calibrating Prediction Regions
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+Estimation of the Distribution of Noise in an Autoregression Scheme
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+Weak convergence of the residual empirical process in explosive autoregression
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+The oscillation behavior of empirical processes
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