Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations
type: Item
instance of: scholarly article
zbMATH Open document ID: 1289.62089
author: Ke-Ang Fu
author: Jie Li
author: Wei Huang
publication date: 2013-11-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6230528
zbMATH Keywords: heavy-tailed
zbMATH Keywords: nearly nonstationary
zbMATH Keywords: bootstrap resample
zbMATH Keywords: autoregressive models
MaRDI profile type: Publication
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title: Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations
published in: Applied Mathematics. Series A (Chinese Edition)
description: scientific article; zbMATH DE number 6230528