Bootstrap Inference for a First-Order Autoregression with Positive Innovations

DOI10.2307/2291519zbMath0868.62068OpenAlexW4241813565MaRDI QIDQ3128745

Somnath Datta, William P. McCormick

Publication date: 11 August 1997

Full work available at URL: https://doi.org/10.2307/2291519

zbMATH Keywords

bootstrapregular variationpoint processesconfidence intervalbias correctionextreme value estimatorcontinuous convergence resultfirst-order autoregressive sequencepositive AR(1) processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

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