Bootstrapping general first order autoregression

Statistics and Probability Letters

Volumn 30, Issue 1, 1996, Pages 87-98

  Heimann, Günter ^a   Kreiss, Jens Peter ^b  

^a BAYER PHARMA AG   (Germany)

^b TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

Author keywords

Autoregressive process; Bootstrap procedure; Least squares estimator; Stationarity; Testing hypothesis

Indexed keywords

EID: 0030607096     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00205-7     Document Type: Article

References (11)

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