SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Eunju Hwang, Dong Wan Shin, Stationary Bootstrap forU-Statistics under Strong Mixing, Communications for Statistical Applications and Methods, 2015, 22, 1, 81

    CrossRef

  2. 2
    Eunju Hwang, Dong Wan Shin, Stationary bootstrapping for semiparametric panel unit root tests, Computational Statistics & Data Analysis, 2015, 83, 14

    CrossRef

  3. 3
    Dong Wan Shin, Eunju Hwang, Stationary Bootstrapping for the Nonparametric AR-ARCH Model, Communications for Statistical Applications and Methods, 2015, 22, 5, 463

    CrossRef

  4. 4
    Eunju Hwang, Dong Wan Shin, New Bootstrap Method for Autoregressive Models, Communications of the Korean statistical society, 2013, 20, 1, 85

    CrossRef

  5. 5
    Eunju Hwang, Dong Wan Shin, Stationary Bootstrap Prediction Intervals for GARCH(p,q), Communications of the Korean statistical society, 2013, 20, 1, 41

    CrossRef

  6. 6
    Dong Wan Shin, Eunju Hwang, Stationary bootstrapping for cointegrating regressions, Statistics & Probability Letters, 2013, 83, 2, 474

    CrossRef

  7. 7
    Eunju Hwang, Dong Wan Shin, Stationary bootstrapping realized volatility, Statistics & Probability Letters, 2013, 83, 9, 2045

    CrossRef

  8. 8
    Eunju Hwang, Dong Wan Shin, Strong consistency of the stationary bootstrap under -weak dependence, Statistics & Probability Letters, 2012, 82, 3, 488

    CrossRef