A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567)

scientific article; zbMATH DE number 7334509

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English	A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS	scientific article; zbMATH DE number 7334509

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instance of

scholarly article

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title

A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (English)

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16 April 2021

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zbMATH Keywords

time series models

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bootstrap testing

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MaRDI profile type

MaRDI publication profile

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cites work

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Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space

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Martingale Central Limit Theorems

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Sieve bootstrap for time series

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Testing for unit roots in time series models with non-stationary volatility

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BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY

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HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT

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NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL

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full work available at URL

https://doi.org/10.1017/s0266466620000067

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Identifiers

zbMATH Open document ID

1462.62528

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DOI

10.1017/S0266466620000067

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5859567