A higher-order correct fast moving-average bootstrap for dependent data
Year of publication: |
2023
|
---|---|
Authors: | La Vecchia, Davide ; Moor, Alban ; Scaillet, Olivier |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 1, p. 65-81
|
Subject: | Confidence distributions | Fast bootstrap methods | GeneraLized Empirical Likelihood | Higher-order refinements | Mixing processes | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Experiment |
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