Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508)
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scientific article; zbMATH DE number 6265533
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| English | Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations |
scientific article; zbMATH DE number 6265533 |
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Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (English)
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5 March 2014
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asymptotic distribution
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domain of attraction of the normal law
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\(m\)-out-of-\(n\) bootstrap
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nearly nonstationary
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0.9217263460159302
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0.8394117951393127
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0.8172637820243835
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0.8148828148841858
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0.7980589270591736
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