Bootstrap procedures for AR (∞) — processes

Publisher Website

1 January 1992

book chapter
Published by Springer Nature

p. 107-113
https://doi.org/10.1007/978-3-642-48850-4_14

Abstract

No abstract available

Keywords

This publication has 4 references indexed in Scilit:

Edgeworth Correction by Bootstrap in Autoregressions
The Annals of Statistics, 1988
Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy
Statistical Science, 1986
On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models
The Annals of Statistics, 1984
Some Asymptotic Theory for the Bootstrap
The Annals of Statistics, 1981