Article

Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data

Olimjon Sh. SharipovInstitute of Mathematics, National University of Uzbekistan, Tashkent, UzbekistanMartin WendlerFakultät für Mathematik, Ruhr-Universität Bochum, 44780 Bochum, Germany

Statistics & Probability Lettersjournal2012en

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Abstract

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Topics

Statistical Methods and Inference Financial Risk and Volatility Modeling Stochastic processes and financial applications

Identifiers

DOI: 10.1016/j.spl.2012.12.017

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