Pages that link to "Item:Q3212162"

The following pages link to Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162):

Displayed 14 items.

• The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) ‎ (← links)
• Small sample testing for cointegration using the bootstrap approach (Q1128550) ‎ (← links)
• Bootstrapping general first order autoregression (Q1129468) ‎ (← links)
• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) ‎ (← links)
• A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) ‎ (← links)
• On bootstrapping regressions with unit root processes (Q1573123) ‎ (← links)
• Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) ‎ (← 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)
• Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) ‎ (← 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)
• Validity of sequential bootstrap for subcritical and critical branching processes (Q4293734) ‎ (← links)