The multiple hybrid bootstrap -- Resampling multivariate linear processes

Jentsch, Carsten, Kreiss, Jens-Peter . Journal of Multivariate Analysis 2010. 101 (10) :2320-2345

Locate this article in:

Bibtex

@article{CIS-247805,
  Author = {Jentsch, Carsten and Kreiss, Jens-Peter},
  Title = {The multiple hybrid bootstrap -- Resampling multivariate linear processes},
  Journal = {Journal of Multivariate Analysis},
  Volume = {101},
  Number = {10},
  Year = {2010},
  Pages = {2320--2345},
  Keywords = {Cholesky decomposition, Sample mean, Spectral density matrix, Discrete Fourier transform, kernel estimators, autocovariance matrix, frequency domain bootstrap, multivariate bootstrap, multivariate linear time series}
}

Similar articles