Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610929108830545
Reference18 articles.
1. On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
2. Bootstrap of the Mean in the Infinite Variance Case
3. Bootstrapping Explosive Autoregressive Processes
4. Estimated Sampling Distributions: The Bootstrap and Competitors
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