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  • Search: subject:"Weak convergence in Distribution"
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Year of publication
Subject
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Bootstrap 1 Non-stationary stochastic volatility 1 Random limit measures 1 Weak convergence in Distribution 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1
Author
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Boswijk, Peter 1 Cavaliere, Giuseppe 1 Georgiev, Iliyan 1 Rahbek, Anders 1
Published in...
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Tinbergen Institute Discussion Paper 1
Source
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EconStor 1
Showing 1 - 1 of 1
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Bootstrapping Non-Stationary Stochastic Volatility
Boswijk, Peter; Cavaliere, Giuseppe; Georgiev, Iliyan; … - 2019
convergence in distribution' to develop and establish novel conditions for validity of the wild bootstrap, conditional on the … probability of the bootstrap statistic, fail to deliver the required validity results. Instead, we use the concept of `weak …
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