Browsing by Author "Haefke, C."
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Article
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Haefke, C.; Politis, Dimitris Nicolas; White, H. (2004)In this paper we propose a subsampling estimator for the distribution of statistics diverging at either known or unknown rates when the underlying time series is strictly stationary and strong mixing. Based on our results ...