Bootstrapping general first order autoregression
type: Item
instance of: scholarly article
title: Bootstrapping general first order autoregression
zbMATH Open document ID: 0903.62072
DOI: 10.1016/0167-7152(95)00205-7
author: Günter Heimann
author: Jens-Peter Kreiß
published in: Statistics \& Probability Letters
publication date: 1998-08-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M02
zbMATH DE Number: 1190964
zbMATH Keywords: autoregressive process
zbMATH Keywords: stationarity
zbMATH Keywords: least squares estimator
zbMATH Keywords: modified bootstrap
zbMATH Keywords: critical values
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00205-7
OpenAlex ID: W1964661204
cites work: On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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cites work: On asymptotic properties of bootstrap for AR(1) processes
cites work: BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
cites work: Asymptotic distribution of an estimator of the boundary parameter of an unstable process
description: scientific article; zbMATH DE number 1190964