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Resampling and Subsampling for Financial Time Series - MaRDI portal

Resampling and Subsampling for Financial Time Series (Q3646989)

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Resampling and Subsampling for Financial Time Series
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    Resampling and Subsampling for Financial Time Series (English)
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    27 November 2009
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    Markovian bootstrap
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    wild bootstrap
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    regression bootstrap
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    local bootstrap
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