Xu, ke Li <br/><br/>
Bootstrapping autoregression under non stationary volatility 
 2008 

 -  2008 
 - 01-26  V.  11  Issue.   01 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Autoregression;Bootsrap;Deterministic trend;Mixed gaussian;Non stationary;Volatility;Robust inference;