On asymptotic properties of bootstrap for AR(1) processes
type: Item
instance of: scholarly article
title: On asymptotic properties of bootstrap for AR(1) processes
zbMATH Open document ID: 0854.62046
DOI: 10.1016/0378-3758(95)00147-6
author: Somnath Datta
published in: Journal of Statistical Planning and Inference
publication date: 1996-10-07T00:00:00Z
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 932285
zbMATH Keywords: unstable autoregression
zbMATH Keywords: weak convergence
zbMATH Keywords: asymptotic invalidity
zbMATH Keywords: asymptotic validity
zbMATH Keywords: first-order autoregressive process
zbMATH Keywords: bootstrap approximation
zbMATH Keywords: sampling distribution
zbMATH Keywords: least squares estimator
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00147-6
OpenAlex ID: W2050410819
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description: scientific article; zbMATH DE number 932285