The Grid Bootstrap for Continuous Time Models
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Cites work
- A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept
- Asymptotic inference for nearly nonstationary AR(1) processes
- Asymptotic theory for linear diffusions under alternative sampling schemes
- Bootstrap Unit Root Tests
- Bootstrapping unstable first-order autoregressive processes
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
- Double asymptotics for explosive continuous time models
- Double-bootstrap methods that use a single double-bootstrap simulation
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
- Generalized method of integrated moments for high-frequency data
- Generic results for establishing the asymptotic size of confidence sets and tests
- scientific article; zbMATH DE number 6324332 (Why is no real title available?)
- New distribution theory for the estimation of structural break point in mean
- Parameter estimation and bias correction for diffusion processes
- Second order expansion of the T-statistic in AR(1) models
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Towards a unified asymptotic theory for autoregression
- Uniform Inference in Autoregressive Models
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