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A modified bootstrap for autoregression without stationarity

Authors :
Datta, S.
Sriram, T. N.
Source :
Journal of Statistical Planning & Inference; 1997, Vol. 59 Issue: 1 p19-30, 12p
Publication Year :
1997

Details

Language :
English
ISSN :
03783758
Volume :
59
Issue :
1
Database :
Supplemental Index
Journal :
Journal of Statistical Planning & Inference
Publication Type :
Periodical
Accession number :
ejs3239955
Full Text :
https://doi.org/10.1016/S0378-3758(96)00092-4