Limit theory and bootstrap for explosive and partially explosive autoregression
type: Item
instance of: scholarly article
title: Limit theory and bootstrap for explosive and partially explosive autoregression
zbMATH Open document ID: 0820.62072
DOI: 10.1016/0304-4149(94)00078-8
author: Somnath Datta
published in: Stochastic Processes and their Applications
publication date: 1995-09-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 772934
zbMATH Keywords: autoregressive process
zbMATH Keywords: nonstationary
zbMATH Keywords: heavy tailed distribution
zbMATH Keywords: partially explosive models
zbMATH Keywords: least squares estimator
zbMATH Keywords: roots
zbMATH Keywords: characteristic polynomial
zbMATH Keywords: unit circle
zbMATH Keywords: concentration functions
zbMATH Keywords: limiting distribution
zbMATH Keywords: sampling distribution
zbMATH Keywords: explosive case
zbMATH Keywords: bootstrap
zbMATH Keywords: Kolmogorov distance
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)00078-8
OpenAlex ID: W2045868572
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description: scientific article; zbMATH DE number 772934