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We develop a bootstrap procedure for Lévy-driven continuous-time autoregressive (CAR) processes observed at discrete …] has a discrete-time autoregressive representation with i.i.d. noise. Based on this representation a simple bootstrap … general dependent) noise, a more general bootstrap procedure is needed for such processes. We consider statistics depending on …
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processes. Hybrid bootstrap and empirical likelihood intervals for the Lorenz ordinate are proposed based on the newly developed …
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