Pages that link to "Item:Q1361730"
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The following pages link to A modified bootstrap for autoregression without stationarity (Q1361730):
Displaying 5 items.
- A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'' by L. Pan and D. N. Politis (Q301352) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
- Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (Q2860174) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)