BOOTSTRAPPING THE LONG RUN (Q4233494)

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scientific article; zbMATH DE number 1264560
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BOOTSTRAPPING THE LONG RUN
scientific article; zbMATH DE number 1264560

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    BOOTSTRAPPING THE LONG RUN (English)
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    16 March 1999
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    Markov diffusions
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    nonparametric time-series estimation
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    short-term interest rates
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    bootstrap methods
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    diffusion models
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    statistical inference
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