Bootstrapping unstable first-order autoregressive processes (Q2277730): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1214/aos/1176348142 / rank | |||
Property / DOI | |||
Property / DOI: 10.1214/AOS/1176348142 / rank | |||
Normal rank |
Latest revision as of 19:13, 17 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bootstrapping unstable first-order autoregressive processes |
scientific article |
Statements
Bootstrapping unstable first-order autoregressive processes (English)
0 references
1991
0 references
bootstrap invalidity
0 references
unstable process
0 references
first-order autoregressive process
0 references
bootstrap least squares estimate
0 references
conditional limit distribution
0 references