@Article{,
title={A COMPARATIVE STUDY OF BOOTSTRAP AR(1) PARAMETER ESTIMATIONS},
author={Dr. Tahir Reisan Dikheel},
journal={Al Kut Journal of Economics Administrative Sciences مجلة الكوت للعلوم الاقتصادية والادارية},
volume={1},
number={13},
pages={254-265},
year={2014},
abstract={ABSTRACTIts well-known that the target of all statisticians is to get accurate statistical inference. Bootstrap methods are more widely applicable than other re-sampling procedures to measure the statistical accuracy for parameter estimators. Efron in 1979 was introduce bootstrap for estimating sampling distributions based on a finite sample of i.i.d. observations(4). The assumption of i.i.d is violated when the observations are serially correlated. To overcome this problem, several solutions are introduced. In this paper, we compare between MLE and the bootstrap procedures in case of strictly stationary autoregressive model. Theil U statistic is used as a criterion to make the comparison. Some real data are studied furthermore the simulation. Keywords: AR(p), MLE, Bootstrap, Bootstrap residuals, Theil U statistic.}
}