Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864)
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scientific article; zbMATH DE number 772934
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Limit theory and bootstrap for explosive and partially explosive autoregression |
scientific article; zbMATH DE number 772934 |
Statements
Limit theory and bootstrap for explosive and partially explosive autoregression (English)
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14 September 1995
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autoregressive process
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nonstationary
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heavy tailed distribution
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partially explosive models
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least squares estimator
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roots
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characteristic polynomial
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unit circle
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concentration functions
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limiting distribution
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sampling distribution
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explosive case
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bootstrap
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Kolmogorov distance
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0.873712956905365
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0.8336934447288513
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0.8286530375480652
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0.8191913962364197
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