AR-sieve bootstrap for high-dimensional time series

Journal of Statistical Planning and Inference 2026 Open access

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Authors: Daning Bi, Han Lin Shang, Yanrong Yang, Huanjun Zhu
DOI: 10.1016/j.jspi.2026.106402
Cited by: 0
References: 41

Fields of Study & Subjects

Statistical Methods and Inference Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

Publication details

Journal / source
Journal of Statistical Planning and Inference
Publisher
Elsevier BV
Volume
245
Pages
106402–106402
Publication date
6 March 2026
Language
EN