Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First‐order Autoregression

DOI10.1111/1467-9892.00141zbMath0932.62101OpenAlexW2038357545MaRDI QIDQ4939804

Yoshihide Kakizawa

Publication date: 1 March 2000

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00141

zbMATH Keywords

bootstrapconfidence intervalsEdgeworth expansionsautoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

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