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    The multiple hybrid bootstrap - Resampling multivariate linear processes
    13 years 11 months ago
    The multiple hybrid bootstrap - Resampling multivariate linear processes
    Download  nber-nsf09.ucdavis.edu
    The paper reconsiders the autoregressive aided periodogram bootstrap (AAPB) which has been suggested in Kreiß and Paparoditis (2003). Their idea was to combine a time domain param...
    Carsten Jentsch, Jens-Peter Kreiss
    claim paper
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