or excluding some data. In this article we propose a parametric bootstrap procedure for uncovering futures and options …

The purpose of this study was to investigate the performance of the parametric bootstrap method and to compare the ….When the performance of the parametric bootstrap method was investigated, bivariate polynomial log-linear models were employed …-product moments, a total of eight parametric bootstrap models were examined. Two real datasets were used as the basis to define the …

statistics have well-defined limiting distributions which are however analytically intractable. A parametric bootstrap procedure …

prediction, conditional parametric bootstrap. …’incertezza di stima dei parametri `e inclusa nelle distribuzioni effettuando le simulazioni con un approccio conditional parametric … bootstrap. Vengono anche ricavate espressioni in forma chiusa per il mean square error of prediction (MSEP) dei costi di …

parametric bootstrap bias correction. However, the analytic correction out-performs the bootstrap correction in terms of …

tests might not be even approximately valid and parametric bootstrap was suggested as a viable alternative, outperforming … the outcome. Using simulations, we compare accuracy across the permutation tests and parametric bootstrap, studying …