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Approximating multivariate Markov chains for bootstrapping through contiguous partitions
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 803-841
Persistent link: https://www.econbiz.de/10011296686
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Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don - 2010
Persistent link: https://www.econbiz.de/10008668682
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Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don - 2010
Persistent link: https://www.econbiz.de/10008697780
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The dependence structure of running maxima and minima : results and option pricing applications
Cherubini, Umberto; Romagnoli, Silvia - In: Mathematical finance : an international journal of … 20 (2010) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10003955657
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Testing for linearity in Markov switching models : a bootstrap approach
Di Sanzo, Silvestro - In: Statistical methods & applications : SMA ; journal of … 18 (2009) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10003858162
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Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don - 2010
Persistent link: https://www.econbiz.de/10009579700
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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - 2001
Persistent link: https://www.econbiz.de/10001622513
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Bootstrapping the long run
Conley, Timothy G.; Hansen, Lars Peter; Liu, Wen-fang - In: Macroeconomic dynamics 1 (1997) 2, pp. 279-311
Persistent link: https://www.econbiz.de/10001630054
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Markov chain approximation in bootstrapping autoregressions
Anatolyev, Stanislav (contributor);  … - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740178
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Bootstrap methods for Markov processes
Horowitz, Joel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1049-1082
Persistent link: https://www.econbiz.de/10001792649