论文信息 - Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

A correction on the optimal block size algorithms of Politis and White (2004) is given following a correction of Lahiri's (Lahiri 1999) theoretical results by Nordman (2008).

Andrew J. Patton | Dimitris N. Politis | H. White | D. Politis | Halbert White

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