Maximum non-extensive entropy block bootstrap for non-stationary processes
Year of publication: |
Mars-Juin 2015
|
---|---|
Authors: | Bergamelli, Michele ; Novotný, Jan ; Urga, Giovanni |
Published in: |
L' Actualité économique : revue trimest.. - Montréal : Ecole, ISSN 0001-771X, ZDB-ID 40047-6. - Vol. 91.2015, 1/2, p. 115-139
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Entropie | Entropy | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation |
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