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pro vyhledávání: '"Alban Moor"'
Publikováno v:
SSRN Electronic Journal.
We develop theory of a novel fast bootstrap for dependent data. Our scheme deploys i.i.d. resampling of smoothed moment indicators. We characterize the class of parametric and semiparametric estimation problems for which the method is valid. We show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88703309ddde8318aba91677d16ee274
https://doi.org/10.2139/ssrn.3515288
https://doi.org/10.2139/ssrn.3515288
