Edgeworth correction by bootstrap in autoregressions
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Publication:1107918
DOI10.1214/AOS/1176351063zbMath0653.62016OpenAlexW2024749790MaRDI QIDQ1107918
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176351063
bootstrapleast-squares methodEdgeworth expansionsCramér conditionnormal approximation errorautoregressionsdistribution of least-squares estimates
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Limit theorems in probability theory (60F99)
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