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Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
Authors:Ke-Ang Fu  Yuechao Li  Andrew Cheuk-Yin Ng
Institution:1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, China;2. Department of Finance, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
Abstract:
Keywords:60F05  62F40
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