Limit theory and bootstrap for explosive and partially explosive autoregression

Author:

Datta Somnath

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference31 articles.

1. On asymptotic distribution of estimates of parameters of stochastic difference equations;Anderson;Ann. Math. Statist.,1959

2. The Statistical Analysis of Time Series;Anderson,1971

3. Bootstrap of the mean in the infinite variance case;Athreya;Ann. Statist.,1987

4. Bootstrapping explosive autoregressive processes;Basawa;Ann. Statist.,1989

5. Edgeworth correction by bootstrap for autoregression;Bose;Ann. Statist.,1988

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