×

Found 35 Documents (Results 1–35)

Resampling and subsampling for financial time series. (English) Zbl 1178.62046

Andersen, Torben G. (ed.) et al., Handbook of financial time series. With a foreword by Robert Engle. Berlin: Springer (ISBN 978-3-540-71296-1/hbk; 978-3-540-71297-8/ebook). 983-999 (2009).
MSC:  62G09 62P05 62F40
PDFBibTeX XMLCite
Full Text: DOI

The local bootstrap for time series data. (English) Zbl 0891.62062

Lipitakis, Elias A. (ed.), Hermis ’96. Proceedings of the 3rd Hellenic - European conference on mathematics and informatics. Athens, Greece. September 26–28, 1996. Athens: LEA. 515-521 (1997).
MSC:  62M10 62G09
PDFBibTeX XMLCite

Filter Results by …

Document Type

all top 5

Year of Publication

Main Field

all top 3

Software