Properties of the nonparametric autoregressive bootstrap
Year of publication: |
1998
|
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Authors: | Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno ; Neumann, Michael H. |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Bootstrap | nonparametric autoregression | coupling | geometric ergodicity | consistence |
Series: | SFB 373 Discussion Paper ; 1998,54 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 721981283 [GVK] hdl:10419/61278 [Handle] RePEc:zbw:sfb373:199854 [RePEc] |
Source: |
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Properties of the nonparametric autoregressive bootstrap
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Properties of the nonparametric autoregressive bootstrap
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