Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507)
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scientific article; zbMATH DE number 6437740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes |
scientific article; zbMATH DE number 6437740 |
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Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (English)
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20 May 2015
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block bootstrap
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bootstrap consistency
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spurious regression
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functional limit theorem
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continuous-path block bootstrap
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model-based block bootstrap subclass
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