On asymptotic properties of bootstrap for AR(1) processes (Q1923428): Difference between revisions
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Revision as of 23:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotic properties of bootstrap for AR(1) processes |
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On asymptotic properties of bootstrap for AR(1) processes (English)
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7 October 1996
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unstable autoregression
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weak convergence
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asymptotic invalidity
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asymptotic validity
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first-order autoregressive process
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bootstrap approximation
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sampling distribution
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least squares estimator
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