Department of Economics and Business Economics

The local fractional bootstrap

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

Original languageEnglish
JournalScandinavian Journal of Statistics
Volume46
Issue1
Pages (from-to)329-359
ISSN0303-6898
DOIs
Publication statusPublished - 2019

    Research areas

  • bootstrap, Brownian semistationary process, fractional Brownian motion, Hölder regularity, roughness, stochastic volatility, turbulence

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