Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes

DOI10.1080/03610929108830545zbMath0724.62089MaRDI QIDQ3212162

William P. McCormick, Robert Lee Taylor, Jack H. Reeves, Ashim K. Mallik, Ishwar V. Basawa

Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830545

zbMATH Keywords

asymptotic validity; unstable processes; first order autoregressive, AR(1) process; sequential bootstrap estimator; test of criticality

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62L12: Sequential estimation

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