Block Bootstrap and Long Memory
Year of publication: |
2011-06
|
---|---|
Authors: | Kapetanios, George ; Papailias, Fotis |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Block Bootstrap | Long memory | Resampling | Strong dependence |
-
Block bootstrap and long memory
Kapetanios, George, (2011)
-
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
González, Arteche, (2008)
-
Nonlinearity and Temporal Dependence
Chen, Xiaohong, (2008)
- More ...
-
Forecasting Government Bond Yields with Large Bayesian VARs
Carriero, Andrea, (2010)
-
Multivariate Methods for Monitoring Structural Change
Groen, Jan J.J., (2010)
-
Boosting Estimation of RBF Neural Networks for Dependent Data
Kapetanios, George, (2007)
- More ...