The grid bootstrap for continuous time models
Yiu Lim Lui, Weilin Xiao, and Jun Yu
| Year of publication: |
2022
|
|---|---|
| Authors: | Lui, Yiu Lim ; Xiao, Weilin ; Yu, Jun |
| Subject: | Continuous-time models | Distributional expansion | Grid bootstrap | In-fill asymptotics | Probabilistic expansion | Uniform inference | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1930014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539532