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~person:"Doko Tchatoka, Firmin"
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Bootstrap approach
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Bootstrap consistency
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Bootstrap-Verfahren
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Estimation theory
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HAC estimator
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Moving block bootstrap
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Out-of-sample forecasts
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Doko Tchatoka, Firmin
Barndorff-Nielsen, Ole E.
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Shephard, Neil
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Kim, Min Seong
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Lunde, Asger
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Sun, Yixiao
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Vogelsang, Timothy J.
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Haque, Qazi
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Choi, Chi-Young
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Kelejian, Harry H.
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Montañés, Antonio
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012225075
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012426266
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On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
-
2020
Persistent link: https://www.econbiz.de/10012208767
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