A higher-order correct fast moving-average bootstrap for dependent data
Davide La Vecchia, Alban Moor, Olivier Scaillet
| 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 | Momentenmethode | Method of moments | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434380