Towards estimating extremal serial dependence via the bootstrapped extremogram
Year of publication: |
2012
|
---|---|
Authors: | Davis, Richard A. ; Mikosch, Thomas ; Cribben, Ivor |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 170.2012, 1, p. 142-152
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
-
Recent developments in bootstrapping time series
Berkowitz, Jeremy, (1996)
-
Jöckel, Karl-Heinz, (1992)
-
Bootstrap testing for fractional integration
Eklund, Bruno, (1997)
- More ...
-
Towards estimating extremal serial dependence via the bootstrapped extremogram
Davis, Richard A., (2012)
-
Towards estimating extremal serial dependence via the bootstrapped extremogram
Davis, Richard A., (2012)
-
Towards Estimating Extremal Serial Dependence Via the Bootstrapped Extremogram
Davis, Richard A., (2013)
- More ...