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dc.contributor.authorSteland, Ansgar-
dc.date.accessioned2006-01-25T13:03:41Z-
dc.date.available2006-01-25T13:03:41Z-
dc.date.issued2006-01-25T13:03:41Z-
dc.identifier.urihttp://hdl.handle.net/2003/22140-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-4083-
dc.description.abstractDickey-Fuller control charts aim at monitoring a random walk until a given time horizon to detect stationarity as early as possible. That problem appears in many fields, especially in econometrics and the analysis of economic equilibria. To improve upon asymptotic control limits (critical values), we study the bootstrap and establish its a.s. consistency for fixed alternatives. Simulations indicate that the bootstrap control chart works very well.en
dc.format.extent156202 bytes-
dc.format.mimetypeapplication/pdf-
dc.language.isoen-
dc.relation.ispartofseriesSonderforschungsbereich 475;01/06-
dc.subjectAutoregressive time seriesen
dc.subjectControl charten
dc.subjectInvariance principleen
dc.subjectLeast squaresen
dc.subjectResamplingen
dc.subjectUnit rooten
dc.subject.ddc004-
dc.titleA BOOTSTRAP VIEW ON DICKEY-FULLER CONTROL CHARTS FOR AR(1) SERIESen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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