Baxter's inequality and sieve bootstrap for random fields
Year of publication: |
May 2015
|
---|---|
Authors: | Meyer, Marco ; Jentsch, Carsten ; Kreiß, Jens-Peter |
Publisher: |
Mannheim : Universität Mannheim, Department of Economics |
Subject: | Autoregression | bootstrap | random fields | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Stichprobenerhebung | Sampling |
Extent: | 1 Online-Ressource (circa 69 Seiten) Illustrationen |
---|---|
Series: | Working paper series. - Mannheim : Universität Mannheim, ZDB-ID 2859003-X. - Vol. 15-06 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/129588 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Tapia, Jesús A., (2022)
-
A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag, (2015)
-
Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I., (2017)
- More ...
-
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
Braumann, Alexander, (2021)
-
On the Vector Autoregressive Sieve Bootstrap
Meyer, Marco, (2015)
-
Baxter's inequality and sieve bootstrap for random fields
Meyer, Marco, (2015)
- More ...