On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
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Publication:3441494
DOI10.1017/S1446788700016074zbMath1111.62041MaRDI QIDQ3441494
Publication date: 30 May 2007
Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
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Cites Work
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