On asymptotic properties of bootstrap for AR(1) processes (Q1923428)

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scientific article; zbMATH DE number 932285
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On asymptotic properties of bootstrap for AR(1) processes
scientific article; zbMATH DE number 932285

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    On asymptotic properties of bootstrap for AR(1) processes (English)
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    7 October 1996
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    unstable autoregression
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    weak convergence
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    asymptotic invalidity
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    asymptotic validity
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    first-order autoregressive process
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    bootstrap approximation
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    sampling distribution
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    least squares estimator
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