Sieve bootstrap for strongly dependent stationary processes
Year of publication: |
Jan. 2006
|
---|---|
Other Persons: | Kapetanios, George (contributor) ; Psaradakis, Zacharias G. (contributor) |
Publisher: |
London : Queen Mary, Univ. of London, Dep. of Economics |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang, (2001)
-
Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang, (2001)
-
Joint dynamics of stock returns and cash flows : a time-varying present-value framework
Yu, Deshui, (2023)
- More ...
-
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George, (2007)
-
Semiparametric sieve-type generalized least squares inference
Kapetanios, George, (2016)
-
Assessing the credibility of a target zone : evidence from EMS countries
Tronzano, Marco, (2000)
- More ...