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math.ST2016
Generalised block bootstrap and its use in meteorology
László Varga, András Zempléni
In an earlier paper Rakonczai et al. (2014), we have emphasized the effective sample size for autocorrelated data. The simulations were based on the block bootstrap methodology. Ho…
math.ST2012★ 5 cited
Weighted bootstrap in GARCH models
László Varga, András Zempléni
GARCH models are useful tools in the investigation of phenomena, where volatility changes are prominent features, like most financial data. The parameter estimation via quasi maxim…