Bootstrapping explosive autoregressive processes (Q909398): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176347376 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2059871948 / rank | |||
Normal rank | |||
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)
0 references
1989
0 references
nonstationary processes
0 references
least squares estimate
0 references
explosive first-order autoregressive process
0 references
nonnormal limit distributions
0 references
bootstrap estimates
0 references
simulation
0 references
