Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White

dc.contributor.author	Patton, A.	en
dc.contributor.author	Politis, Dimitris Nicolas	en
dc.contributor.author	White, H.	en
dc.creator	Patton, A.	en
dc.creator	Politis, Dimitris Nicolas	en
dc.creator	White, H.	en
dc.date.accessioned	2019-12-02T10:37:42Z
dc.date.available	2019-12-02T10:37:42Z
dc.date.issued	2009
dc.identifier.uri	http://gnosis.library.ucy.ac.cy/handle/7/57476
dc.description.abstract	A correction on the optimal block size algorithms of Politis and White (2004) is given following a correction of Lahiri's (Lahiri 1999) theoretical results by Nordman (2008).	en
dc.source	Econometric Reviews	en
dc.source.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-60849112285&doi=10.1080%2f07474930802459016&partnerID=40&md5=ea1be6933c0871f2bb910664fcbce757
dc.subject	Block bootstrap	en
dc.subject	Stationary bootstrap	en
dc.subject	Block size	en
dc.subject	Circular bootstrap	en
dc.title	Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White	en
dc.type	info:eu-repo/semantics/article
dc.identifier.doi	10.1080/07474930802459016
dc.description.volume	28
dc.description.issue	4
dc.description.startingpage	372
dc.description.endingpage	375
dc.author.faculty	Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.department	Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtype	Article	en
dc.description.notes	<p>Cited By :79</p>	en
dc.source.abbreviation	Econom.Rev.	en

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