Edgeworth Expansion of the Parametric Bootstrap t-statistic for Linear Regression Processes with Strongly Dependent Errors
The purpose of this paper is to provide a valid Edgeworth expansion for the parametric bootstrap t-statistic of a linear regression process whose error terms are stationary, Gaussian, and strongly dependent time series. Under some sets of conditions on the spectral density function and the parametri...
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| Format: | Article |
| Language: | English |
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Atlantis Press
2015-03-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
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| Online Access: | https://www.atlantis-press.com/article/18187.pdf |