Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes

DOI10.1080/03610929108830545zbMath0724.62089OpenAlexW2077158576MaRDI QIDQ3212162

Ashim K. Mallik, Ishwar V. Basawa, Jack H. Reeves, Robert Lee Taylor, William P. McCormick

Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830545

zbMATH Keywords

asymptotic validityunstable processesfirst order autoregressive, AR(1) processsequential bootstrap estimatortest of criticality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

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