Conditional distribution resampling for time series
| Year of publication: |
2003-08-01
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|---|---|
| Authors: | Diks, Cees ; Borovkova, Svetlana |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | bootstrap | time series | nearest neigbors | kernel autoregression | conditional distributions |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 70 |
| Classification: | C22 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C53 - Forecasting and Other Model Applications |
| Source: |
Persistent link: https://www.econbiz.de/10005345637