Pages that link to "Item:Q909398"
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The following pages link to Bootstrapping explosive autoregressive processes (Q909398):
Displaying 23 items.
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (Q2442687) (← links)
- Bootstrap in moving average models (Q2641053) (← links)
- Tests Based on Simplicial Depth for AR(1) Models With Explosion (Q2830680) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- (Q3143802) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Nonparametric prediction intervals for explosive ar(1)-processes (Q3432339) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process (Q4819496) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)
- Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181) (← links)
- (Q5687704) (← links)
