eventscribe

The eventScribe Educational Program Planner system gives you access to information on sessions, special events, and the conference venue. Take a look at hotel maps to familiarize yourself with the venue, read biographies of our plenary speakers, and download handouts and resources for your sessions.

close this panel

SUBMIT FEEDBACKfeedback icon

Comments


close this panel
support

Technical Support


Phone: (410) 638-9239

Fax: (410) 638-6108

GoToMeeting: Meet Now!

Web: www.CadmiumCD.com

Submit Support Ticket

t on the system-->

close this panel
‹‹ Go Back

Bambang Suprihatin

Sriwijaya University



‹‹ Go Back

Suryo Guritno

Gadjah Mada University



‹‹ Go Back

Sri Haryatmi

Gadjah Mada University



�� Go Back

Please enter your access key

The asset you are trying to access is locked for premium users. Please enter your access key to unlock.


Email This Presentation:

From:

To:

Subject:

Body:

←Back IconGems-Print

684 – Stochastic Processes in Computation and Inference

Asymptotic Properties of Bootstrap Parameter Estimator for the AR(2) Model

Sponsor: IMS
Keywords: convergence, delta method, limiting distribution, multivariate normal distribution

Bambang Suprihatin

Sriwijaya University

Suryo Guritno

Gadjah Mada University

Sri Haryatmi

Gadjah Mada University

This paper is the extension of our research about asymptotic distribution of the bootstrap parameter estimator for the AR(1) model. We investigate the asymptotic distribution of the bootstrap parameter estimator of a second order autoregressive AR(2) model by applying the delta method. The asymptotic distribution is the crucial property in inference of statistics. We conclude that the bootstrap parameter estimators of the AR(2) model asymptotically converge in distribution to the normal distribution.

View Paper

"eventScribe", the eventScribe logo, "CadmiumCD", and the CadmiumCD logo are trademarks of CadmiumCD LLC, and may not be copied, imitated or used, in whole or in part, without prior written permission from CadmiumCD. The appearance of these proceedings, customized graphics that are unique to these proceedings, and customized scripts are the service mark, trademark and/or trade dress of CadmiumCD and may not be copied, imitated or used, in whole or in part, without prior written notification. All other trademarks, slogans, company names or logos are the property of their respective owners. Reference to any products, services, processes or other information, by trade name, trademark, manufacturer, owner, or otherwise does not constitute or imply endorsement, sponsorship, or recommendation thereof by CadmiumCD.

As a user you may provide CadmiumCD with feedback. Any ideas or suggestions you provide through any feedback mechanisms on these proceedings may be used by CadmiumCD, at our sole discretion, including future modifications to the eventScribe product. You hereby grant to CadmiumCD and our assigns a perpetual, worldwide, fully transferable, sublicensable, irrevocable, royalty free license to use, reproduce, modify, create derivative works from, distribute, and display the feedback in any manner and for any purpose.

© 2015 CadmiumCD