Efficient bootstrap with weakly dependent processes

DOI10.1016/j.csda.2010.07.021zbMath1255.62080MaRDI QIDQ1927125

Francesco Bravo, Federico Crudu

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11365/1005853

zbMATH Keywords

hypothesis testing; GMM; \(\alpha\)-mixing; GEL; consumption CAPM

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F40: Bootstrap, jackknife and other resampling methods

62G09: Nonparametric statistical resampling methods

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