Bootstrap Inference for a First-Order Autoregression with Positive Innovations (Q3128745)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Inference for a First-Order Autoregression with Positive Innovations |
scientific article |
Statements
11 August 1997
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positive AR(1) processes
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regular variation
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first-order autoregressive sequence
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extreme value estimator
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bootstrap
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confidence interval
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bias correction
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continuous convergence result
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point processes
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Bootstrap Inference for a First-Order Autoregression with Positive Innovations (English)
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