Bootstrapping general first order autoregression (Q1129468)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping general first order autoregression |
scientific article |
Statements
Bootstrapping general first order autoregression (English)
0 references
16 August 1998
0 references
autoregressive process
0 references
stationarity
0 references
least squares estimator
0 references
modified bootstrap
0 references
critical values
0 references
