Towards estimating extremal serial dependence via the bootstrapped extremogram
Richard A. Davis; Thomas Mikosch; Ivor Cribben
| Year of publication: |
2012
|
|---|---|
| Authors: | Davis, Richard A. ; Mikosch, Thomas ; Cribben, Ivor |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 170.2012, 1, p. 142-152
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673126