• Article  

      Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes 

      Jentsch, C.; Politis, Dimitris Nicolas; Paparoditis Efstathios, E. (2015)
      We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme ...