Bootstrap in nonstationary autoregression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F02%3A00003558" target="_blank" >RIV/00216208:11320/02:00003558 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Bootstrap in nonstationary autoregression
Original language description
Various bootstrap procedures (parametric, wild and modified wild bootstrap)to approximate the distribution of the LSE of the autoregression coefficient in an AR(1) process with heteroscedastic innnovations are considered and their consistency is studied.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F00%2F0769" target="_blank" >GA201/00/0769: Statistical models of structural changes and related problems</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Kybernetika
ISSN
0023-5954
e-ISSN
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Volume of the periodical
38
Issue of the periodical within the volume
4
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
16
Pages from-to
389-404
UT code for WoS article
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EID of the result in the Scopus database
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