Brockwell, Peter; Kreiss, Jens-Peter; Niebuhr, Tobias - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 75-92
We develop a bootstrap procedure for Lévy-driven continuous-time autoregressive (CAR) processes observed at discrete …] has a discrete-time autoregressive representation with i.i.d. noise. Based on this representation a simple bootstrap … general dependent) noise, a more general bootstrap procedure is needed for such processes. We consider statistics depending on …