Bootstrapping unstable first-order autoregressive processes (Q2277730): Difference between revisions

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Latest revision as of 19:13, 17 December 2024

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Bootstrapping unstable first-order autoregressive processes
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    Bootstrapping unstable first-order autoregressive processes (English)
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    1991
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    bootstrap invalidity
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    unstable process
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    first-order autoregressive process
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    bootstrap least squares estimate
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    conditional limit distribution
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