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Large-sample inference in the general AR(1) model

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  • Efstathios Paparoditis
  • Dimitris Politis

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Suggested Citation

  • Efstathios Paparoditis & Dimitris Politis, 2000. "Large-sample inference in the general AR(1) model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(2), pages 487-509, December.
    • Handle: RePEc:spr:testjl:v:9:y:2000:i:2:p:487-509
    DOI: 10.1007/BF02595747
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    References listed on IDEAS

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    1. repec:cup:etheor:v:10:y:1994:i:3-4:p:672-700 is not listed on IDEAS
    2. Elliott, Graham & Stock, James H., 1994. "Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 672-700, August.
    3. Romano, Joseph P. & Wolf, Michael, 1998. "Subsampling confidence intervals for the autoregressive root," DES - Working Papers. Statistics and Econometrics. WS 6268, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Radulovic, Dragan, 1996. "The bootstrap of the mean for strong mixing sequences under minimal conditions," Statistics & Probability Letters, Elsevier, vol. 28(1), pages 65-72, June.
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    Cited by:

    1. Jhih-Gang Chen & Biing-Shen Kuo, 2013. "Gaussian inference in general AR(1) models based on difference," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 447-453, July.

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