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MA
2010
Springer
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Communications
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MA 2010
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The multiple hybrid bootstrap - Resampling multivariate linear processes
15 years 1 months ago
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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
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