Maximum non-extensive entropy block bootstrap for non-stationary processes
Year of publication: |
2014
|
---|---|
Authors: | Bergamelli, Michele ; Novotný, Jan ; Urga, Giovanni |
Publisher: |
London : CEA, Cass Business School |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Entropie | Entropy | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation |
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