On asymptotic properties of bootstrap for AR(1) processes (Q1923428)

From MaRDI portal
Revision as of 06:17, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
On asymptotic properties of bootstrap for AR(1) processes
scientific article

    Statements

    On asymptotic properties of bootstrap for AR(1) processes (English)
    0 references
    0 references
    7 October 1996
    0 references
    unstable autoregression
    0 references
    weak convergence
    0 references
    asymptotic invalidity
    0 references
    asymptotic validity
    0 references
    first-order autoregressive process
    0 references
    bootstrap approximation
    0 references
    sampling distribution
    0 references
    least squares estimator
    0 references

    Identifiers