[1] T. W. Anderson: The Statistical Analysis of Time Series. Mir, Moscow 1976 (Russian translation).
[2] G. J. Babu, K. Singh: 
On one term Edgeworth correction by Efron's bootstrap. Sankhyã Ser. A 46 (1984), 219-232. 
MR 0778872 | 
Zbl 0568.62019[3] I. V. Basawa A. K. Mallik W. P. McCormick, R. L. Taylor: 
Bootstrapping expłosive autoregressive processes. Ann. Statist. 17 (1989), 1479-1486. 
MR 1026294[4] R. N. Bhattacharya, Ranga R. Rao: 
Normał Approximation and Asymptotic Expansions. Nauka, Moscow 1982 (Russian translation). 
MR 0702344 | 
Zbl 0514.41002[5] P. J. Bickel, D. A. Freedman: 
Some asymptotic theory for the bootstrap. Ann. Statist. 9 (1981), 1196-1217. 
MR 0630103 | 
Zbl 0449.62034[6] A. Bose: 
Edgeworth correction by bootstrap in autoregressions. Ann. Statist. 16 (1988), 1709-1722. 
MR 0964948 | 
Zbl 0653.62016[7] P. J. Brockwell, R. A. Davis: 
Time Series: Theory and Methods. Springer-Verlag, New York 1987. 
MR 0868859 | 
Zbl 0604.62083[8] D. Freedman: 
On bootstrapping two-stage least-squares estimates in stationary linear models. Ann. Statist. 12 (1984), 827-842. 
Zbl 0542.62051[10] F. Götze, C. Hipp: Asymptotic expansions for sums of weakly dependent random vectors. Z. Wahrsch. verw. Gebiete 64 (1983), 211-239.
[11] E. J. Hannan: Multivariate Time Series. Wiley, New York 1970.
[12] J.-P. Kreiss, J. Franke: 
Bootstrapping stationary autoregressive moving-average models. J. Time Ser. Anal. 13 (1992), 297-317. 
Zbl 0787.62092[13] E. Paparoditis, B. Streitberg: Order identification statistics in stationary autoregressive moving-average models: vector autocorrelations and the bootstrap. J.Time Ser. Anal. 5 (1991), 415-434.
[14] Z. Prášková: 
Empirical Edgeworth expansion and bootstrap in AR(1) models. In: Trans. of the Eleventh Prague Conference (S. Kubík and J. Á. Víšek, eds.), Academia, Prague 1992, pp. 281-293. 
Zbl 0764.60039