Large-sample inference in the general AR(1) model

DOI10.1007/BF02595747zbMath0967.62069OpenAlexW2066071614MaRDI QIDQ5936984

Efstathios Paparoditis, Dimitris N. Politis

Publication date: 2 September 2001

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595747

zbMATH Keywords

bootstrapconfidence intervalsresamplingstationaryunit root

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items

GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT, Gaussian inference in general AR(1) models based on difference

Uses Software

• bootstrap
• bootlib

Cites Work

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