Suprihatin, Bambang (2019) Cover, Daftar Isi, Dewan Redaksi, dan Sertifikat_Asymtotic Distribution of the Bootstrap Parameter Estimator for the AR(p) Model (paper). In: International Conference on Computational Science and Its Applications (ICCSA 2019).
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Abstract
This paper is the generalization of our two previous researches about asymptotic distribution of the bootstrap parameter estimator for the AR(1) and AR(2) models. We investigate the asymptotic distribution of the bootstrap parameter estimator of pth order autoregressive or AR(p) model by applying the delta method. The asymptotic distribution is the crucial property in inference of statistics. We conclude that the bootstrap parameter estimator of the AR(p) model is asymptotically converges in distribution to the p–variate normal distribution.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Subjects: | #3 Repository of Lecturer Academic Credit Systems (TPAK) > Conference or Workshop |
| Divisions: | 08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1) |
| Depositing User: | Mr Bambang Suprihatin |
| Date Deposited: | 23 Jun 2023 03:21 |
| Last Modified: | 23 Jun 2023 03:21 |
| URI: | http://repository.unsri.ac.id/id/eprint/111597 |
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