Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Jentsch, Carsten"
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Article
Block bootstrap theory for multivariate integrated and cointegrated processes
Jentsch, Carsten; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2014)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 ...
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Article
Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
Jentsch, Carsten; Politis, Dimitris Nicolas; Paparoditis Efstathios, E.; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2014)