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Maximum non-extensive entropy block bootstrap for non-stationary processes

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    0450079 - NHU-C 2016 eng V - Research Report
    Bergamelli, M. - Novotný, Jan - Urga, G.
    Maximum non-extensive entropy block bootstrap for non-stationary processes.
    2014. 28 s.
    Institutional support: PRVOUK-P23
    Keywords : maximum entropy * bootstrap * Monte Carlo simulations
    Subject RIV: AH - Economics
    http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2588500
    Permanent Link: http://hdl.handle.net/11104/0251491

     
     
Number of the records: 1  

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