Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap
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References listed on IDEAS
- Dimitris Politis & Halbert White, 2004. "Automatic Block-Length Selection for the Dependent Bootstrap," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 53-70.
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- Hendry, David F. & Martinez, Andrew B., 2017.
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Keywordsautocovariance matrix; stationary process; boostrap; block bootstrap; sieve bootstrap; Social and Behavioral Sciences;
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