Pages that link to "Item:Q2438508"
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The following pages link to Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508):
Displaying 4 items.
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations (Q2860174) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)