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Results 1-4 of 4 (Search time: 0.002 seconds).
Kernel estimators of mode under Psi-weak dependence
Hwang, Eunju
; Shin, Dong Wan
Article
Issue Date
2016
Citation
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v.68, no.2, pp.301 - 327
Publisher
SPRINGER HEIDELBERG
Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model
Hwang, Eunju
; Shin, Dong Wan
Article
Issue Date
2017
Citation
COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.24, no.4, pp.367 - 382
Publisher
KOREAN STATISTICAL SOC
The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
Hwang, Eunju
Article
Issue Date
2014
Citation
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.43, no.2, pp.225 - 233
Publisher
KOREAN STATISTICAL SOC
Stationary bootstrapping for realized covariations of high frequency financial data
Hwang, Eunju
; Shin, Dong Wan
Article
Issue Date
2017
Citation
STATISTICS, v.51, no.4, pp.844 - 861
Publisher
TAYLOR & FRANCIS LTD
1
Discover
Author
Hwang, Eun Ju
4
Shin, Dong Wan
3
Subject
RANDOM-VARIABLES
2
Stationary bootstrap
2
VOLATILITY
2
Asymmetry
1
ASYMPTOTIC NORMALITY
1
Asymptotic normality
1
ASYMPTOTIC-DISTRIBUTION
1
Bandwidth
1
Consistency
1
CONVERGENCE RATE
1
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