Pages that link to "Item:Q1129468"
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The following pages link to Bootstrapping general first order autoregression (Q1129468):
Displaying 13 items.
- A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'' by L. Pan and D. N. Politis (Q301352) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions (Q2738928) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- (Q3143802) (← links)
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)
