On asymptotic properties of bootstrap for AR(1) processes (Q1923428): Difference between revisions
From MaRDI portal
Latest revision as of 13:41, 24 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On asymptotic properties of bootstrap for AR(1) processes |
scientific article |
Statements
On asymptotic properties of bootstrap for AR(1) processes (English)
0 references
7 October 1996
0 references
unstable autoregression
0 references
weak convergence
0 references
asymptotic invalidity
0 references
asymptotic validity
0 references
first-order autoregressive process
0 references
bootstrap approximation
0 references
sampling distribution
0 references
least squares estimator
0 references
0 references
0 references
0 references
0 references