Maximum non-extensive entropy block bootstrap for non-stationary processes
Michele Bergamelli, Jan Novotný, Giovanni Urga
| Year of publication: |
Mars-Juin 2015
|
|---|---|
| Authors: | Bergamelli, Michele ; Novotný, Jan ; Urga, Giovanni |
| Published in: |
L' Actualité économique : revue trimest.. - Montréal : Ecole, ISSN 0001-771X, ZDB-ID 40047-6. - Vol. 91.2015, 1/2, p. 115-139
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Entropie | Entropy | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10011775788