Comparing short time series using resampling methods

Comparing time series is an important and common problem. Most results are asymptotic because it is impossible to derive results for finite (especially small) samples. Resampling methods have emerged as powerful tools in modern statistical analysis which provide a means of finding things out for sma...

Full description

Bibliographic Details
Main Author: Chik, Zazli
Published: Loughborough University 1998
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.286094