Consistency of the stationary bootstrap under weak moment conditions
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References listed on IDEAS
- Gon alves, S lvia & White, Halbert, 2002.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jia Li & Andrew J. Patton, 2013. "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers 13-27, Duke University, Department of Economics.
- Asger Lunde & Peter R. Hansen, 2005.
"A forecast comparison of volatility models: does anything beat a GARCH(1,1)?,"
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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, 2014. "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive 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.
- Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 2006. "Bootstrap tests of multiple inequality restrictions on variance ratios," Economics Letters, Elsevier, vol. 91(3), pages 343-348, June.
- Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics.
- Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin, 2015. "Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 200-215.
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