Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521)

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scientific article; zbMATH DE number 6524533
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
scientific article; zbMATH DE number 6524533

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    Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (English)
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    29 December 2015
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    bootstrap
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    wild bootstrap
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    autoregressions
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    conditional heteroskedasticity
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