The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Edgeworth Correction by Bootstrap in Autoregressions
Open accessAbstract
We prove that the distribution of least-squares estimates in autoregressions can be bootstrapped with accuracy $o(n^{-1/2})$ a.s., thereby improving the normal approximation error of $O(n^{-1/2})$.
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Citations
Cites
The Jackknife, the Bootstrap and Other Resampling Plans
Efron, B. (1982) · Society for Industrial and Applied Mathematics eBooks · doi:10.1137/1.9781611970319 · Cited by 8,120
Cited by
A general test for time dependence in parameters
Becker, R., Enders, W., & Hurn, S. (2004) · Journal of Applied Econometrics · doi:10.1002/jae.751 · Cited by 257
Sherman, M., & Cessie, S. L. (1997) · Communications in Statistics - Simulation and Computation · doi:10.1080/03610919708813417 · Cited by 103
Metadata
- Authors
- Bose, A.
- Venue
- The Annals of Statistics
- Publisher
- Institute of Mathematical Statistics
- Published
- 1988-12-01
- Volume
- 16
- Issue
- 4
- ISSN
- 0090-5364 (ISSN-L)
- OpenAlex
- W2024749790
- Cited by
- 233
- References
- 1
- FWCI
- 5.26
- Type
- journal article
- Language
- en
- Open access
- bronze
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- Bose, A. (1988). Edgeworth Correction by Bootstrap in Autoregressions. The Annals of Statistics. https://doi.org/10.1214/aos/1176351063
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
