Suprihatin, Bambang and Cahyono, Endro Setyo and Dewi, Novi Rustiana (2019) Asymtotic Distribution of the Bootstrap Parameter Estimator for the AR(p) Model. International Conference on Computational Science and Its Applications (ICCSA).
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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 pvariate normal distribution.
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > QA Mathematics > QA1-43 General |
| Divisions: | 08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1) |
| Depositing User: | Mr Bambang Suprihatin |
| Date Deposited: | 21 Jun 2023 04:08 |
| Last Modified: | 21 Jun 2023 04:08 |
| URI: | http://repository.unsri.ac.id/id/eprint/108912 |
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