Inconsistency of bootstrap for nonstationary, vector autoregressive processes

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Publication:2575555

DOI10.1016/j.spl.2005.05.020zbMath1123.62062OpenAlexW2003570730MaRDI QIDQ2575555

Yanyan Li

Publication date: 5 December 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://repository.ust.hk/ir/bitstream/1783.1-2742/1/BootVAR4.pdf




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