On the Vector Autoregressive Sieve Bootstrap (Q5251505)

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scientific article; zbMATH DE number 6437738
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On the Vector Autoregressive Sieve Bootstrap
scientific article; zbMATH DE number 6437738

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    On the Vector Autoregressive Sieve Bootstrap (English)
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    20 May 2015
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    autoregression
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    bootstrap
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    multivariate time series
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