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The local fractional bootstrap
Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger; … - 2016
Persistent link: https://www.econbiz.de/10011474807
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - 2016
Persistent link: https://www.econbiz.de/10011624059
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Bootstrap sequential determination of the co-integrated rank in VAR models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - 2010
Persistent link: https://www.econbiz.de/10003932092
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Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva; Hounyo, Ulrich; Meddahi, Nour - 2013
Persistent link: https://www.econbiz.de/10009719165
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Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009614507
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - 2020
Persistent link: https://www.econbiz.de/10012317803
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019
Persistent link: https://www.econbiz.de/10012063541
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A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - 2015
Persistent link: https://www.econbiz.de/10010529445
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - 2018
Persistent link: https://www.econbiz.de/10011864974
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Bootstrapping Kernel-based semiparametric estimators
Cattaneo, Matias D.; Jansson, Michael - 2014
Persistent link: https://www.econbiz.de/10010394581