Bootstrapping explosive autoregressive processes (Q909398): Difference between revisions
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| Property / author: Ishwar V. Basawa / rank | |||
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| Property / author: Ashim K. Mallik / rank | |||
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| Property / author: Robert Lee Taylor / rank | |||
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| Property / author: Ishwar V. Basawa / rank | |||
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| Property / author: Ashim K. Mallik / rank | |||
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| Property / author: Robert Lee Taylor / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aos/1176347376 / rank | |||
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Latest revision as of 23:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping explosive autoregressive processes |
scientific article |
Statements
Bootstrapping explosive autoregressive processes (English)
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1989
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nonstationary processes
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least squares estimate
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explosive first-order autoregressive process
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nonnormal limit distributions
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bootstrap estimates
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simulation
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