Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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Publication:113794
DOI10.1080/07474930802459016zbMath1400.62193OpenAlexW2052070544MaRDI QIDQ113794
Dimitris N. Politis, Halbert White, Andrew Patton, Halbert White, Andrew J. Patton, Dimitris N. Politis
Publication date: 30 January 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930802459016
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
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