The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185)
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scientific article; zbMATH DE number 7830624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The bootstrap for testing the equality of two multivariate time series with an application to financial markets |
scientific article; zbMATH DE number 7830624 |
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The bootstrap for testing the equality of two multivariate time series with an application to financial markets (English)
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11 April 2024
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multivariate time series
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quantile cross-spectral density
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frequency domain
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moving blocks bootstrap
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stationary bootstrap
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dotcom bubble
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