| Title:
|
A contribution to bootstrapping autoregressive processes (English) |
| Author:
|
Prášková, Zuzana |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
31 |
| Issue:
|
4 |
| Year:
|
1995 |
| Pages:
|
359-373 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62E20 |
| MSC:
|
62G09 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0857.62089 |
| idMR:
|
MR1357350 |
| . |
| Date available:
|
2009-09-24T18:56:33Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124682 |
| . |
| Reference:
|
[1] T. W. Anderson: The Statistical Analysis of Time Series.Mir, Moscow 1976 (Russian translation). |
| Reference:
|
[2] G. J. Babu, K. Singh: On one term Edgeworth correction by Efron's bootstrap.Sankhyã Ser. A 46 (1984), 219-232. Zbl 0568.62019, MR 0778872 |
| Reference:
|
[3] I. V. Basawa A. K. Mallik W. P. McCormick, R. L. Taylor: Bootstrapping expłosive autoregressive processes.Ann. Statist. 17 (1989), 1479-1486. MR 1026294 |
| Reference:
|
[4] R. N. Bhattacharya, Ranga R. Rao: Normał Approximation and Asymptotic Expansions.Nauka, Moscow 1982 (Russian translation). Zbl 0514.41002, MR 0702344 |
| Reference:
|
[5] P. J. Bickel, D. A. Freedman: Some asymptotic theory for the bootstrap.Ann. Statist. 9 (1981), 1196-1217. Zbl 0449.62034, MR 0630103 |
| Reference:
|
[6] A. Bose: Edgeworth correction by bootstrap in autoregressions.Ann. Statist. 16 (1988), 1709-1722. Zbl 0653.62016, MR 0964948 |
| Reference:
|
[7] P. J. Brockwell, R. A. Davis: Time Series: Theory and Methods.Springer-Verlag, New York 1987. Zbl 0604.62083, MR 0868859 |
| Reference:
|
[8] D. Freedman: On bootstrapping two-stage least-squares estimates in stationary linear models.Ann. Statist. 12 (1984), 827-842. Zbl 0542.62051 |
| Reference:
|
[9] W. A. Fuller: Introduction to Statistical Time Series.Wiley, New York - Toronto 1976. Zbl 0353.62050, MR 0448509 |
| Reference:
|
[10] F. Götze, C. Hipp: Asymptotic expansions for sums of weakly dependent random vectors.Z. Wahrsch. verw. Gebiete 64 (1983), 211-239. |
| Reference:
|
[11] E. J. Hannan: Multivariate Time Series.Wiley, New York 1970. |
| Reference:
|
[12] J.-P. Kreiss, J. Franke: Bootstrapping stationary autoregressive moving-average models.J. Time Ser. Anal. 13 (1992), 297-317. Zbl 0787.62092 |
| Reference:
|
[13] E. Paparoditis, B. Streitberg: Order identification statistics in stationary autoregressive moving-average models: vector autocorrelations and the bootstrap.J.Time Ser. Anal. 5 (1991), 415-434. |
| Reference:
|
[14] Z. Prášková: Empirical Edgeworth expansion and bootstrap in AR(1) models.In: Trans. of the Eleventh Prague Conference (S. Kubík and J. Á. Víšek, eds.), Academia, Prague 1992, pp. 281-293. Zbl 0764.60039 |
| . |
