Automatic Block-Length Selection for the Dependent Bootstrap
Authors:
Dimitris N. Politis ab;
Halbert White c
| Affiliations: | a Department of Mathematics, University of California, San Diego La Jolla, California, USA |
| b Department of Mathematics, University of California, San Diego La Jolla, CA, USA | |
| c Department of Economics, University of California, San Diego La Jolla, California, USA |
DOI:
10.1081/ETC-120028836
Publication Frequency:
6 issues per year
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