On the Vector Autoregressive Sieve Bootstrap

On the Vector Autoregressive Sieve Bootstrap

Meyer, Marco, Kreiss, Jens-Peter
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Volume:
36
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12090
Date:
May, 2015
File:
PDF, 239 KB
english, 2015
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