Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. (English) Zbl 1272.62033 Econom. Theory 29, No. 3, 567-589 (2013). MSC: 62G09 65C05 62F40 PDFBibTeX XMLCite \textit{R. Giacomini} et al., Econom. Theory 29, No. 3, 567--589 (2013; Zbl 1272.62033) Full Text: DOI
Patton, Andrew; Politis, Dimitris N.; White, Halbert Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. (English) Zbl 1400.62193 Econom. Rev. 28, No. 4, 372-375 (2009). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{A. Patton} et al., Econom. Rev. 28, No. 4, 372--375 (2009; Zbl 1400.62193) Full Text: DOI
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert Subsampling the distribution of diverging statistics with applications to finance. (English) Zbl 1282.62188 J. Econom. 120, No. 2, 295-326 (2004). MSC: 62M10 62F40 62P05 91B84 91G10 PDFBibTeX XMLCite \textit{P. Bertail} et al., J. Econom. 120, No. 2, 295--326 (2004; Zbl 1282.62188) Full Text: DOI
Politis, Dimitris N.; White, Halbert Automatic block-length selection for the dependent bootstrap. (English) Zbl 1082.62076 Econom. Rev. 23, No. 1, 53-70 (2004); correction ibid. 28, No. 4, 372-375 (2009). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{H. White}, Econom. Rev. 23, No. 1, 53--70 (2004; Zbl 1082.62076) Full Text: DOI