Subsampling for heteroskedastic time series
| Year of publication: |
1997
|
|---|---|
| Authors: | Politis, D. N. ; Romano, Joseph P. ; Wolf, Michael |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 81.1997, 2, p. 281-317
|
| Publisher: |
Elsevier |