AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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Publication:4807296
DOI10.1017/S0266466602182090zbMath1109.62346OpenAlexW2089616760MaRDI QIDQ4807296
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602182090
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Functional limit theorems; invariance principles (60F17)
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