Bootstrap methods for long-range dependence : Monte Carlo evidence
Margherita Gerolimetto, Stefano Magrini
| Year of publication: |
2020
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|---|---|
| Authors: | Gerolimetto, Margherita ; Magrini, Stefano |
| Published in: |
Rivista italiana di economia, demografia e statistica. - Roma : [SIEDS, Società italiana die economia, demografia e statistica], ZDB-ID 3031059-3. - Vol. 74.2020, 1, p. 5-16
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012265927