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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.
  • 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. (en)
Title
  • Bootstrap in nonstationary autoregression
  • Bootstrap in nonstationary autoregression (en)
skos:prefLabel
  • Bootstrap in nonstationary autoregression
  • Bootstrap in nonstationary autoregression (en)
skos:notation
  • RIV/00216208:11320/02:00003558!RIV/2003/GA0/113203/N
http://linked.open.../vavai/riv/strany
  • 389;404
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/00/0769), Z(MSM 113200008)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
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  • 639842
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/02:00003558
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Bootstrap;nonstationary;autoregression (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [B6EEAA68AE17]
http://linked.open...i/riv/nazevZdroje
  • Kybernetika
http://linked.open...in/vavai/riv/obor
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http://linked.open...cetTvurcuVysledku
http://linked.open...ocetUcastnikuAkce
http://linked.open...nichUcastnikuAkce
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 38
http://linked.open...iv/tvurceVysledku
  • Prášková, Zuzana
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
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