Bootstrapping explosive autoregressive processes (Q909398): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:35, 5 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
