A higher-order correct fast moving-average bootstrap for dependent data
Contributeurs/tricesLa Vecchia, Davide; Moor, Alban; Scaillet, Olivier
Nombre de pages44
Date de publication2020
Résumé
Mots-clés
- Fast bootstrap methods
- Higher-order refinements
- Generalized Empirical Likelihood
- Confidence distributions
- Mixing processes.
Classification
- JEL : C12
Citation (format ISO)
LA VECCHIA, Davide, MOOR, Alban, SCAILLET, Olivier. A higher-order correct fast moving-average bootstrap for dependent data. 2020