SOME PROPERTIES OF PROFILE BOOTSTRAP CONFIDENCE INTERVALS
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Publication:4275236
DOI10.1111/j.1467-842X.1993.tb01326.xzbMath0785.62028MaRDI QIDQ4275236
Publication date: 19 April 1994
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.1993.tb01326.x
coverage probability; nuisance parameter; autoregressive parameter; scalar parameter; AR(1) process; equi-tailed confidence interval; ordinary bootstrap confidence interval; profile bootstrap confidence interval; studentised; transformation-respecting; unstudentised
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F25: Parametric tolerance and confidence regions
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