The grid bootstrap for continuous time models
Year of publication: |
2022
|
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Authors: | Lui, Yiu Lim ; Xiao, Weilin ; Yu, Jun |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 3, p. 1390-1402
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Subject: | Continuous-time models | Distributional expansion | Grid bootstrap | In-fill asymptotics | Probabilistic expansion | Uniform inference | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
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