Blockwise bootstrap testing for stationarity

Statistics and Probability Letters

Volumn 76, Issue 6, 2006, Pages 562-570

  Psaradakis, Zacharias ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Bootstrap test; Monte Carlo simulation; Resampling; Stationary bootstrap; Strong mixing

Indexed keywords

EID: 33344477758     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.09.001     Document Type: Article

References (23)

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