Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (Q2860174)

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scientific article; zbMATH DE number 6230528
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    Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations
    scientific article; zbMATH DE number 6230528

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      19 November 2013
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      heavy-tailed
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      nearly nonstationary
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      bootstrap resample
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      autoregressive models
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      Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (English)
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