Results 1-10 of 13 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2012 | Stationary bootstrap for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
2012 | Strong consistency of the stationary bootstrap under ψ-weak dependence | 신동완; 황은주 | Article |
2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
2015 | Stationary bootstrapping for semiparametric panel unit root tests | 신동완; 황은주 | Article |
2012 | Random central limit theorems for linear processes with weakly dependent innovations | 신동완; 황은주 | Article |
2013 | A study on moment inequalities under a weak dependence | 신동완; 황은주 | Article |
2011 | Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model | 신동완; 황은주 | Article |
2014 | Block bootstrapping for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
2013 | Stationary bootstrapping for cointegrating regressions | 신동완; 황은주 | Article |
2013 | Stationary bootstrapping realized volatility | 신동완; 황은주 | Article |