scientific article; zbMATH DE number 176099

MaRDI QIDQ4035200zbMATH OpenFDO

Authors Zuzana Prášková

Publication date 18 May 1993

zbMATH Keywords

autoregressive processEdgeworth expansion of the bootstrap distributionempirical Edgeworth expansion

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

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• Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First‐order Autoregression
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Cited in

(6)

• Edgeworth's time series model: not AR(1) but same covariance structure
• EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE
• Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First‐order Autoregression
• Second order expansion of the T-statistic in AR(1) models
• scientific article; zbMATH DE number 958378 (Why is no real title available?)
• Edgeworth expansions for bootstrapping regression models

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