Bootstrap methods for long-range dependence : Monte Carlo evidence
Year of publication: |
2020
|
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Authors: | Gerolimetto, Margherita ; Magrini, Stefano |
Published in: |
Rivista italiana di economia, demografia e statistica. - Roma : [SIEDS, Società italiana die economia, demografia e statistica], ZDB-ID 3031059-3. - Vol. 74.2020, 1, p. 5-16
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
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