The local fractional bootstrap-Reference-Cited by-同舟云学术

The local fractional bootstrap

Published:2018-09-26 Issue:1 Volume:46 Page:329-359
ISSN:0303-6898
Container-title:Scandinavian Journal of Statistics
language:en
Short-container-title:Scand J Statist

Author:

Bennedsen Mikkel¹²^ORCID,Hounyo Ulrich³²,Lunde Asger¹²,Pakkanen Mikko S.⁴²^ORCID

Affiliation:

1. Department of Economics and Business EconomicsAarhus University Fuglesangs Allé 4, 8210 Aarhus V Denmark

2. Center for Research in Econometric Analysis of Time Series (CREATES)Aarhus University Fuglesangs Allé 4, 8210 Aarhus V Denmark

3. Department of EconomicsUniversity at Albany, State University of New York 1400 Washington Avenue, Albany NY 12222 USA

4. Department of MathematicsImperial College London South Kensington Campus London SW7 2AZ UK

Funder

Danmarks Grundforskningsfond

Aarhus Universitets Forskningsfond

Academy of Finland

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12355

Reference44 articles.

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3. Barndorff‐Nielsen O. E.(2016).Assessing gamma kernels and BSS/LSS processes(CREATES Working Paper 2016–09).Department of Economics and Business Economics:Aarhus University.

4. Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes

5. Power variation for Gaussian processes with stationary increments

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