BOOTSTRAPPING EXPLOSIVE AUTOREGRESSIVE PROCESSES

被引：33

|

作者：

BASAWA, IV

MALLIK, AK

MCCORMICK, WP

TAYLOR, RL

机构：

来源：

ANNALS OF STATISTICS | 1989年 / 17卷 / 04期

关键词：

D O I：

10.1214/aos/1176347376

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：1479 / 1486

页数：8

相关论文

共 50 条

[21] Bootstrapping the renewal spacings processes
Barbe, P
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1997, 60 (02) : 199 - 214
[22] Bootstrapping locally stationary processes
Kreiss, Jens-Peter
Paparoditis, Efstathios
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2015, 77 (01) : 267 - 290
[23] AUTOREGRESSIVE PROCESSES IN OPTIMIZATION
CIPRA, T
[J]. JOURNAL OF APPLIED PROBABILITY, 1988, 25 (02) : 302 - 312
[24] A class of autoregressive processes
Krishnarani, S. D.
Jayakumar, K.
[J]. STATISTICS & PROBABILITY LETTERS, 2008, 78 (12) : 1355 - 1361
[25] ON THRESHOLD AUTOREGRESSIVE PROCESSES
ANDEL, J
NETUKA, I
ZVARA, K
[J]. KYBERNETIKA, 1984, 20 (02) : 89 - 106
[26] GENERAL AUTOREGRESSIVE PROCESSES
DOUKHAN, P
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 16 (01) : 20 - 20
[27] AUTOREGRESSIVE LOGISTIC PROCESSES
ARNOLD, BC
ROBERTSON, CA
[J]. JOURNAL OF APPLIED PROBABILITY, 1989, 26 (03) : 524 - 531
[28] NONSTATIONARY AUTOREGRESSIVE PROCESSES
MILLER, KS
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1969, 15 (02) : 315 - +
[29] CHANGE IN AUTOREGRESSIVE PROCESSES
HORVATH, L
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1993, 44 (02) : 221 - 242
[30] Autoregressive gamma processes
Gourieroux, C
Jasiak, J
[J]. JOURNAL OF FORECASTING, 2006, 25 (02) : 129 - 152

← 1 2 3 4 5 →