Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law (Q4237921)
From MaRDI portal
scientific article; zbMATH DE number 1275397
Language | Label | Description | Also known as |
---|---|---|---|
English | Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law |
scientific article; zbMATH DE number 1275397 |
Statements
Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law (English)
0 references
28 June 1999
0 references
random walk
0 references
autoregressive process
0 references
stable law
0 references
bootstrap
0 references