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Bootstrapping the autocovariance of PC time series - a simulation study

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Figure

Table 1: For M1-M5 and each sample size n and block length choice b ≤ 100 for the cEMBB used to construct simultaneous confidence intervals for <a(λ, 0) (column 3) and =a(λ, 0) (column 5), where λ ∈ Λ
Table 2: For M1, M4, M5 and sample size n = 1920 and block length choice b > 100 for the cEMBB used to construct simultaneous confidence intervals for <a(λ, 0) (column 3) and

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