Subsampling for heteroskedastic time series (Q1372916)
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scientific article; zbMATH DE number 1083043
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| English | Subsampling for heteroskedastic time series |
scientific article; zbMATH DE number 1083043 |
Statements
Subsampling for heteroskedastic time series (English)
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4 November 1997
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time series
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heteroskedasticity
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subsampling
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central limit theorem for triangular arrays
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moving blocks bootstrap
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0.8813610672950745
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0.7921811938285828
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0.791257917881012
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