Tapered block bootstrap for general statistics from stationary sequences

Paparoditis, Efstahios and Politis, Dimitris N

Tapered block bootstrap for general statistics from stationary sequences J5039 2002 - 2002 - 131-148 V. 05 Issue. 1


Econometrics

Asymptotic Bias;Confidence intervals;Differentiable statistics resampling;Spectral density estimation;Subsampling;Time Series;Variance estimation;

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