Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 78, No. 2 (MARCH 2016), pp. 463-485 (23 pages) The paper uses a random-weighting (RW) method to bootstrap the ...
The limiting distribution of the quantile estimate for the autoregressive coefficient of a near-integrated first order autoregressive model with infinite variance errors is derived. Since the limiting ...