Consistency of the least squares estimator \gb of the autoregressive parameter vector is established in a pth order autoregression model Yt = [beta]1 Yt-1 + ... + [beta]pYt-p + [var epsilon]t, when all the roots of the characteristic polynomial [Phi]([xi]) = [xi]p - [beta]1[xi]p-1 - ... -...

In this paper we consider bootstrap approximation to the sampling distribution of an estimator of the offspring mean m in a branching process with immigration. A modification of the standard parametric bootstrap procedure is shown to eliminate the invalidity of the standard bootstrap for the...