A modified bootstrap for autoregression without stationarity (Q1361730)
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scientific article; zbMATH DE number 1040455
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A modified bootstrap for autoregression without stationarity |
scientific article; zbMATH DE number 1040455 |
Statements
A modified bootstrap for autoregression without stationarity (English)
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22 March 2000
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bootstrap for autoregression
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autoregressive parameter
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least squares estimator
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asymptotically valid bootstrap
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0.8819949626922607
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0.8702821135520935
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0.8532690405845642
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0.8511282205581665
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0.8423441052436829
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