A residual-based bootstrap for functional autoregressions
| dc.contributor.author | Franke, Jurgen | |
| dc.contributor.author | Nyarige, Euna Gesare | |
| dc.date.accessioned | 2019-07-30T12:30:30Z | |
| dc.date.available | 2019-07-30T12:30:30Z | |
| dc.date.issued | 2019 | |
| dc.description.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 | en_US |
| dc.identifier.uri | http://ir.mksu.ac.ke/handle/123456780/4673 | |
| dc.language.iso | en | en_US |
| dc.publisher | arXiv preprint | en_US |
| dc.subject | Sample innovations | en_US |
| dc.subject | Functional time series | en_US |
| dc.subject | Functional autoregression | en_US |
| dc.subject | Bootstrap | en_US |
| dc.subject | Autoregressive Hilbertian model | en_US |
| dc.title | A residual-based bootstrap for functional autoregressions | en_US |
| dc.type | Article | en_US |