A higher-order correct fast moving-average bootstrap for dependent data

DOI10.1016/j.jeconom.2022.01.008arXiv2001.04867OpenAlexW4220886933MaRDI QIDQ6163269

Davide La Vecchia, Olivier Scaillet, Alban Moor

Publication date: 9 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.04867

zbMATH Keywords

generalized empirical likelihoodconfidence distributionsmixing processeshigher-order refinementsfast bootstrap methods

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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