The tapered block bootstrap for general statistics from stationary sequences
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- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013.
"Testing Many Moment Inequalities,"
CeMMAP working papers
CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers CWP52/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Spierdijk, Laura, 2016. "Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 545-559.
- Kevin Dowd, 2007. "Validating multiple-period density-forecasting models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(4), pages 251-270.
- Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2017.
"Relevant states and memory in Markov chain bootstrapping and simulation,"
European Journal of Operational Research,
Elsevier, vol. 256(1), pages 163-177.
- Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013. "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper 46250, University Library of Munich, Germany.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Karl B. Gregory & Soumendra N. Lahiri & Daniel J. Nordman, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 442-461, May.
- Ulrich Hounyo, 2014. "The wild tapered block bootstrap," CREATES Research Papers 2014-32, Department of Economics and Business Economics, Aarhus University.
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