dependent innovations. We introduce a novel recursive-design residual block bootstrap procedure to accurately quantify the … recursive-design residual block bootstrap in the presence of dependent innovations. The resulting bootstrap confidence intervals …

dependent innovations. We introduce a novel recursive-design residual block bootstrap procedure to accurately quantify the … recursive-design residual block bootstrap in the presence of dependent innovations. The resulting bootstrap confidence intervals …

We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and … cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme applied to a full rank … block resampling scheme, the so-called residual based block bootstrap, is investigated and its validity for approximating …

We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and … cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme applied to a full rank … block resampling scheme, the so-called residual based block bootstrap, is investigated and its validity for approximating …