A modified bootstrap for autoregression without stationarity (Q1361730)
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scientific article; zbMATH DE number 1040455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified bootstrap for autoregression without stationarity |
scientific article; zbMATH DE number 1040455 |
Statements
A modified bootstrap for autoregression without stationarity (English)
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22 March 2000
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bootstrap for autoregression
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autoregressive parameter
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least squares estimator
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asymptotically valid bootstrap
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