Pages that link to "Item:Q5408112"
From MaRDI portal
The following pages link to BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112):
Displaying 13 items.
- Bootstrapping INAR models (Q61791) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Stationary bootstrapping for cointegrating regressions (Q1950652) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (Q2860174) (← links)
- Bootstrapping periodically autoregressive models (Q4578059) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
