Computationally efficient inference procedures for vast dimensional realized covariance models
L Bauwens, G Storti - Complex models and computational methods in …, 2012 - Springer
… The application of bootstrap to realized covariance models has been recently investigated by [5] while the application of simulation-based inference procedures is usually required for …
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… The application of bootstrap to realized covariance models has been recently investigated by [5] while the application of simulation-based inference procedures is usually required for …