作者:Benaïm, M; Weibull, JW
作者单位:CY Cergy Paris Universite; Boston University
摘要:This paper provides deterministic approximation results for stochastic processes that arise when finite populations recurrently play finite games. The processes are Markov chains, and the approximation is defined in continuous time as a system of ordinary differential equations of the type studied in evolutionary game theory. We establish precise connections between the long-run behavior of the discrete stochastic process, for large populations, and its deterministic flow approximation. In par...
作者:Paparoditis, E; Politis, DN
作者单位:University of Cyprus; University of California System; University of California San Diego
摘要:A nonparametric, residual-based block bootstrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of the stationary process driving the random walk and successfully generates unit root integrated pseudo-series retaining the important characteristics of the data. It is more general than previous bootstrap approaches to the unit root problem in that it allows for a very wide cl...