Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10013165233
We develop inference procedures robust to general forms of weak dependence. The procedures use test statistics constructed by resampling data in a manner that does not depend on the unknown correlation structure of the data. We prove that the statistics are asymptotically normal under the weak...
Persistent link: https://www.econbiz.de/10014034120