Resampling Methods for Dependent Data

ISBN: 9780387009285

出版社: Springer Verlag

出版年: 2003-8

页数: 391

定价: $ 190.97

装帧: HRD

内容简介

By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.