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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| English | 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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0.93352896
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0.9226061
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0.92229015
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0.91592944
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Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (English)
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