Cram\'{e}r type large deviations for trimmed L-statistics
, 2018 In this paper, we propose a new approach to the investigation of asymptotic properties of trimmed $L$-statistics and we apply it to the Cram\'{e}r type large deviation problem.
Gribkova, Nadezhda
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Bootstrapping unit root AR(1) models. [PDF]
We propose abootstrap resampling scheme for the least squares estimator of the parameter of an unstable first-order autoregressive model and we prove its asymptotic validity. This method is alternative to the invalid one studied by Basawa et al.
Ferretti, Nélida, Romo, Juan
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