AR-sieve Bootstrap for High-dimensional Time Series
Year of publication: |
[2021]
|
---|---|
Authors: | Bi, Daning ; Shang, Han Lin ; Yang, Yanrong ; Zhu, Huanjun |
Publisher: |
[S.l.] : SSRN |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (69 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3975385 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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