  This project revolves around studying estimators for parameters in different
Time Series models and studying their assymptotic properties. We introduce
various bootstrap techniques for the estimators obtained. Our special emphasis
is on Weighted Bootstrap. We establish the consistency of this scheme in a AR
model and its variations. Numerical calculations lend further support to our
consistency results. Next we analyze ARCH models, and study various estimators
used for different error distributions. We also present resampling techniques
for estimating the distribution of the estimators. Finally by simulating data,
we analyze the numerical properties of the estimators.
