Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202): Difference between revisions

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Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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    Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (English)
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    26 November 2011
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    autocovariance matrix
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    stationary process
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    bootstrap
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    block bootstrap
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    sieve bootstrap
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