Bootstrap inference for multiple change-points in time series
Year of publication: |
2022
|
---|---|
Authors: | Ng, Wai Leong ; Pan, Shenyi ; Yau, Chun Yip |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 38.2022, 4, p. 752-792
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference |
-
Uniform inference for conditional factor models with instrumental and idiosyncratic betas
Liao, Yuan, (2017)
-
Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I., (2017)
-
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo, (2009)
- More ...
-
Pan, Shenyi, (2023)
-
Forecasting Online Auctions via Self‐Exciting Point Processes
Chan, Ngai Hang, (2014)
-
Empirical likelihood in long‐memory time series models
Yau, Chun Yip, (2012)
- More ...