Large-sample inference in the general AR(1) model
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Cites work
- A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
- A modified bootstrap for autoregression without stationarity
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrapping unstable first-order autoregressive processes
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Edgeworth correction by bootstrap in autoregressions
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- Inference For Autocorrelations Under Weak Assumptions
- Large sample confidence regions based on subsamples under minimal assumptions
- Mixing: Properties and examples
- Non-strong mixing autoregressive processes
- On blocking rules for the bootstrap with dependent data
- On bootstrapping two-stage least-squares estimates in stationary linear models
- Subsampling
- Testing for a unit root in time series regression
- The bootstrap and Edgeworth expansion
- The bootstrap of the mean for strong mixing sequences under minimal conditions
- The jackknife and bootstrap
- The jackknife and the bootstrap for general stationary observations
- The Stationary Bootstrap
- Time series: theory and methods.
- Unit root bootstrap tests for AR (1) models
Cited in
(12)- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
- One-dimensional inference in autoregressive models with the potential presence of a unit root
- Gaussian inference in general AR(1) models based on difference
- GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
- Large-sample estimation of the AR parameters of an ARMA model
- Large sample properties of parameter least squares estimates for time‐varying arma models
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
- Inference for Autocorrelations in the Possible Presence of a Unit Root
- Robust confidence intervals for autoregressive coefficients near one
- Uniform Inference in Autoregressive Models
- Confidence intervals for autoregressive coefficients near one
- Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators.
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