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  1. Steinmetz, Julia [Author]; Jentsch, Carsten [Author]

    Bootstrap consistency for the Mack bootstrap

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    2024

    Published in: Insurance ; 115(2024) vom: März, Seite 83-121

  2. Reichold, Karsten [Author]; Jentsch, Carsten [Author]

    Bootstrap inference in cointegrating regressions : traditional and self-normalized test statistics

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    2024

    Published in: Journal of business & economic statistics ; 42(2024), 3, Seite 970-983

  3. Reichold, Karsten [Author]; Jentsch, Carsten [Author] ; Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes

    Accurate and (almost) tuning parameter free inference in cointegrating regressions

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    [Dortmund]: SFB 823, December 17, 2020

    Published in: Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes: Discussion papers ; 2020,33

  4. Beering, Carina [Author] ; Leucht, Anne [Degree supervisor]; Kreiß, Jens-Peter [Degree supervisor]; Jentsch, Carsten [Degree supervisor] Technische Universität Braunschweig

    A functional central limit theorem and its bootstrap analogue for locally stationary processes with application to independence testing

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    Braunschweig: Technische Universität Braunschweig, 2021

  5. Beering, Carina [Author] ; Leucht, Anne [Contributor]; Kreiß, Jens-Peter [Contributor]; Jentsch, Carsten [Contributor]

    A Functional Central Limit Theorem and its Bootstrap Analogue for Locally Stationary Processes with Application to Independence Testing ; Ein funktionaler zentraler Grenzwertsatz für lokalstationäre Prozesse und sein Bootstrap-Analogon mit Anwendung beim Testen auf Unabhängigkeit

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    TU Braunschweig: LeoPARD - Publications And Research Data, 2021-03-03

  6. Jentsch, Carsten [Author]; Lunsford, Kurt G. [Author]

    Asymptotically valid bootstrap inference for proxy SVARs

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    [Cleveland, OH]: Federal Reserve Bank of Cleveland, 2019

    Published in: Federal Reserve Bank of Cleveland: Federal Reserve Bank of Cleveland working paper series ; 2019,8