Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
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Publication:534421
DOI10.1016/J.SPL.2011.02.008zbMath1213.62138OpenAlexW2023514476MaRDI QIDQ534421
Christopher C. Chang, Dimitris N. Politis
Publication date: 17 May 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.02.008
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
Related Items (3)
A Convolution Estimator for the Density of Nonlinear Regression Observations ⋮ On the asymptotic theory of new bootstrap confidence bounds ⋮ Root-\(T\) consistent density estimation in GARCH models
Uses Software
Cites Work
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