Pages that link to "Item:Q2277730"
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The following pages link to Bootstrapping unstable first-order autoregressive processes (Q2277730):
Displayed 26 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
- A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)