Automatic Block-Length Selection for the Dependent Bootstrap

DOI10.1081/ETC-120028836zbMath1082.62076MaRDI QIDQ4451551

Publication date: 26 February 2004

Published in: Econometric Reviews (Search for Journal in Brave)

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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