The bootstrap for testing the equality of two multivariate time series with an application to financial markets

DOI10.1016/j.ins.2022.10.048OpenAlexW4306405876MaRDI QIDQ6125185

José Antonio Vilar, Ángel López-Oriona

Publication date: 11 April 2024

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2022.10.048

zbMATH Keywords

frequency domainmultivariate time seriesstationary bootstrapmoving blocks bootstrapquantile cross-spectral densitydotcom bubble

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

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