The Grid Bootstrap for Continuous Time Models
نویسندگان
چکیده
This article proposes the new grid bootstrap to construct confidence intervals (CI) for persistence parameter in a class of continuous-time models. It is different from standard bootst...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2021
ISSN: ['1537-2707', '0735-0015']
DOI: https://doi.org/10.1080/07350015.2021.1930014