Performance evaluation of Bootstrap-Linear recurrent formula and Bootstrap-Vector singular spectrum analysis in the presence of structural break

Yoga Sasmita, Heri Kuswanto*, Dedy D. Prastyo, Bambang W. Otok

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

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Mathematics

Economics, Econometrics and Finance