Limit theory and bootstrap for explosive and partially explosive autoregression
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Cites work
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- Inference for Near-Integrated Time Series With Infinite Variance
- Limit theory and bootstrap for explosive and partially explosive autoregression
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Cited in
(15)- A modified bootstrap for autoregression without stationarity
- On limiting distributions in explosive autoregressive processes
- Limit theory and bootstrap for explosive and partially explosive autoregression
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- Optimal change-point estimation in time series
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- Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
- Bootstrapping explosive autoregressive processes
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