• Bootstrap Inference for Linear...

Treffer: Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series.

Title:
Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series.
Authors:
Lin, Yicong1,2 (AUTHOR) yc.lin@vu.nl, Song, Mingxuan1 (AUTHOR), van der Sluis, Bernhard3 (AUTHOR)
Source:
Journal of Computational & Graphical Statistics. Apr-Jun2025, Vol. 34 Issue 2, p654-667. 14p.
Database:
Business Source Ultimate