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Bootstrap-Based Test for Volatility Shifts in GARCH against Long-Range Dependence Wang, Yu; Park, Cheolwoo; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.22, no.5, pp.495 - 506, 2015-09 |
Sparse and efficient replication variance estimation for complex surveys Kim, Jae Kwang; Wu, Changbao, SURVEY METHODOLOGY, v.39, no.1, pp.91 - 120, 2013-06 |
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