Subsampling the distribution of diverging statistics with applications to finance
| Year of publication: |
2004
|
|---|---|
| Authors: | Bertail, Patrice ; Haefke, Christian ; Politis, Dimitris N. ; White, Halbert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 120.2004, 2, p. 295-326
|