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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping explosive autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calibrating Prediction Regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the Distribution of Noise in an Autoregression Scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the residual empirical process in explosive autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: The oscillation behavior of empirical processes / rank
 
Normal rank

Latest revision as of 17:23, 25 June 2024