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Search: subject:"Circular bootstrap"
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Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
- In:
Journal of Econometrics
168
(
2012
)
2
,
pp. 367-381
extreme value limit, we propose to employ a version of the
circular
bootstrap
. This procedure is completely data-driven and …
Persistent link: https://www.econbiz.de/10011052332
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2
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Patton, Andrew
;
Politis, Dimitris
;
White, Halbert
- In:
Econometric Reviews
28
(
2009
)
4
,
pp. 372-375
A correction on the optimal block size algorithms of Politis and White (2004) is given following a correction of Lahiri's (Lahiri 1999) theoretical results by Nordman (2008).
Persistent link: https://www.econbiz.de/10005644428
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