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Persistent link: https://www.econbiz.de/10003333894
This paper provides extensions of the work on subsampling by Bertail et al. (2004) for strongly mixing case to weakly dependent case by application of the results of Doukhan and Louhichi (1999). We investigate properties of smooth and rough subsampling estimators for distributions of converging...
Persistent link: https://www.econbiz.de/10013137537