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    A residual-based bootstrap for functional autoregressions

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    Date
    2019
    Author
    Franke, Jurgen
    Nyarige, Euna Gesare
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    Abstract
    We consider the residual-based or naive bootstrap for functional autoregressions of order 1 and prove that it is asymptotically valid for, e.g., the sample mean and for empirical covariance operator estimates. As a crucial auxiliary result, we also show that the empirical distribution of the centered sample innovations converges to the distribution of the innovations with respect to the Mallows metric
    URI
    http://ir.mksu.ac.ke/handle/123456780/4673
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    • School of Pure and Applied Sciences [259]

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