Título:

Consistency of the Stationary Bootstrap under Weak Moment Conditions

Autores:

Silvia Goncalves (U Montreal)
Robert de Jong (OH State U)

Revista:

Economics Letters

Ano:

2003

Volume:

81

Páginas:

273-278

Códigos JEL:

C22 - Time-Series Models
C15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods