Bootstrapping explosive autoregressive processes (Q909398)
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scientific article; zbMATH DE number 4137207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping explosive autoregressive processes |
scientific article; zbMATH DE number 4137207 |
Statements
Bootstrapping explosive autoregressive processes (English)
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1989
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nonstationary processes
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least squares estimate
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explosive first-order autoregressive process
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nonnormal limit distributions
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bootstrap estimates
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simulation
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