The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348)

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The multiple hybrid bootstrap -- resampling multivariate linear processes
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    The multiple hybrid bootstrap -- resampling multivariate linear processes (English)
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    10 November 2010
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    frequency domain bootstrap
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    multivariate bootstrap
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    multivariate linear time series
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    kernel estimators
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    discrete Fourier transform
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    Cholesky decomposition
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    spectral density matrix
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    autocovariance matrix
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    sample mean
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