Consistency of the stationary bootstrap under weak moment conditions
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 81 (2003)
Issue (Month): 2 (November)
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Web page: http://www.elsevier.com/locate/ecolet
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- Asger Lunde & Peter Reinhard Hansen, 2001. "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers 2001-04, Brown University, Department of Economics.
- Calhoun, Gray, 2013. "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers 34313, Iowa State University, Department of Economics.
- Hwang, Eunju & Shin, Dong Wan, 2012. "Strong consistency of the stationary bootstrap under ψ-weak dependence," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 488-495.
- Hwang, Eunju & Shin, Dong Wan, 2013. "Stationary bootstrapping realized volatility," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2045-2051.
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