Efficient bootstrap with weakly dependent processes (Q1927125)

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Efficient bootstrap with weakly dependent processes
scientific article

    Statements

    title
    Efficient bootstrap with weakly dependent processes (English)
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    author
    Francesco Bravo
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    Federico Crudu
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    publication date
    30 December 2012
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    zbMATH Keywords
    \(\alpha\)-mixing
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    consumption CAPM
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    GEL
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    GMM
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    hypothesis testing
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    Identifiers

    Mathematics Subject Classification ID
    62F40
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    62G09
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    62P05
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    65C60
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    zbMATH DE Number
    6119763
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