Resampling and Subsampling for Financial Time Series
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Publication:3646989
DOI10.1007/978-3-540-71297-8_42zbMath1178.62046OpenAlexW61945474MaRDI QIDQ3646989
Efstathios Paparoditis, Dimitris N. Politis
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_42
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
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