Pages that link to "Item:Q1923428"

The following pages link to On asymptotic properties of bootstrap for AR(1) processes (Q1923428):

Displaying 23 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)
• The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
• Bootstrapping general first order autoregression (Q1129468) (← links)
• Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
• A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
• Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
• A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
• Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
• Predictive regressions for macroeconomic data (Q2453692) (← links)
• Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
• TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
• Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
• (Q3143802) (← links)
• Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627) (← links)
• A Sieve Bootstrap For The Test Of A Unit Root (Q4455657) (← links)
• Recent developments in bootstrapping time series (Q4493472) (← links)
• THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (Q4562544) (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
• Asymptotic of the<i>L</i>_<i>r</i>-norm of density estimators in the autoregressive time series (Q5402589) (← links)
• Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)