Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models |
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Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (English)
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16 March 2022
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inference on the boundary
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nuisance parameters
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bootstrap
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ARCH models
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