On asymptotic properties of bootstrap for AR(1) processes
β Scribed by Somnath Datta
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 565 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Let \(\left\{X_{t} ; t \in \mathbb{Z}\right\}\) be a strictly stationary process with mean zero and autovariance function (a.c.v.f.) \(\gamma_{x}, v \in \mathbb{Z}\). Let \(\hat{\gamma}_{v}=n^{-1} \sum_{t=1}^{n-\mid v_{i}} X_{1} X_{r+|x|}\) be the serial covariance of order \(v\) computed from a sam
Suppose that ~ is a class of functions. In this paper, we obtain the exponential upper boundaries of the tail probabilities of the largest deviations for Dirichlet processes (DP) indexed by ~P-and the strong uniform convergence rates of the processes, and prove the central limit theorems for Dirichl