Bootstrapping Explosive Autoregressive Processes

• 1 December 1989
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 17  (4) , 1479-1486
• https://doi.org/10.1214/aos/1176347376

Abstract

Keywords

• BOOTSTRAP
• AUTOREGRESSIVE PROCESS
• ASYMPTOTICS
• FIRST ORDER