On Studentising and Blocklength Selection for the Bootstrap on Time Series
✍ Scribed by M. Peifer; B. Schelter; B. Guschlbauer; B. Hellwig; C. H. Lücking; J. Timmer
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 149 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
## Abstract In time series analysis, a vector **Y** is often called causal for another vector **X** if the former helps to improve the __k__‐step‐ahead forecast of the latter. If this holds for __k__=1, vector **Y** is commonly called Granger‐causal for **X**. It has been shown in several studies t
## Abstract Under the UK fundholding scheme, general practices could elect to hold a budget to meet the costs of some types of elective surgery (chargeable admissions) for their patients. It was alleged that patients of fundholding practices had shorter waits for elective surgery than the patients
The super-time-stepping algorithm is an improved timestepping scheme. It can signi®cantly increase the performance of explicit methods, by reducing the restrictive timestep limits that exist. One of the drawbacks of the method is that the improvements are dependent on a set of parameters which are g