Block bootstrap methods and the choice of stocks for the long run (Q5397473)

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scientific article; zbMATH DE number 6260417
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Block bootstrap methods and the choice of stocks for the long run
scientific article; zbMATH DE number 6260417

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    Block bootstrap methods and the choice of stocks for the long run (English)
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    20 February 2014
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    long-run
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    time series data
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    serial dependence
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    parameter estimation
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    bootstrap
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    block bootstrap
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