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  • Search: subject:"Fast bootstrap methods"
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Year of publication
Subject
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Bootstrap approach 2 Bootstrap-Verfahren 2 Estimation theory 2 Fast bootstrap methods 2 Higher-order refinements 2 Method of moments 2 Mixing processes 2 Momentenmethode 2 Schätztheorie 2 Statistical distribution 2 Statistische Verteilung 2 Con dence distributions 1 Confidence distributions 1 GeneraLized Empirical Likelihood 1 Generalized Empirical Likelihood 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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La Vecchia, Davide 2 Moor, Alban 2 Scaillet, Olivier 2
Published in...
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Journal of econometrics 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - In: Journal of econometrics 235 (2023) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
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Cover Image
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier - 2020
We develop theory of a novel fast bootstrap for dependent data. Our scheme deploys i.i.d. resampling of smoothed moment indicators. We characterize the class of parametric and semiparametric estimation problems for which the method is valid. We show the asymptotic re refinements of the new...
Persistent link: https://www.econbiz.de/10012179669
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