Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627): Difference between revisions

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+https://doi.org/10.1080/03610926.2014.901362
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+W2343947666
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+Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
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+Q5560061
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+Donsker's theorem for self-normalized partial sums processes
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+On asymptotic properties of bootstrap for AR(1) processes
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
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+Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
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+The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent
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+Publication:3178627