The notion of ψ -weak dependence and its applications to bootstrapping time series.

Doukhan, Paul; Neumann, Michael H.

Probability Surveys [electronic only] (2008)

  • Volume: 5, page 146-168
  • ISSN: 1549-5787

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Doukhan, Paul, and Neumann, Michael H.. "The notion of -weak dependence and its applications to bootstrapping time series.." Probability Surveys [electronic only] 5 (2008): 146-168. <http://eudml.org/doc/229319>.

@article{Doukhan2008,
author = {Doukhan, Paul, Neumann, Michael H.},
journal = {Probability Surveys [electronic only]},
keywords = {autoregressive processes; autoregressive bootstrap; mixing; weak dependence},
language = {eng},
pages = {146-168},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {The notion of -weak dependence and its applications to bootstrapping time series.},
url = {http://eudml.org/doc/229319},
volume = {5},
year = {2008},
}

TY - JOUR
AU - Doukhan, Paul
AU - Neumann, Michael H.
TI - The notion of -weak dependence and its applications to bootstrapping time series.
JO - Probability Surveys [electronic only]
PY - 2008
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 5
SP - 146
EP - 168
LA - eng
KW - autoregressive processes; autoregressive bootstrap; mixing; weak dependence
UR - http://eudml.org/doc/229319
ER -

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