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    • Univariate Volatility Models
    • Bootstrapping
      • Examples
      • Confidence Interval Construction
      • Parameter Covariance Estimation
      • Low-level Interface
      • Semiparametric Bootstraps
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      • Independent, Identical Distributed Data (i.i.d.)
      • Independent Samples
        • arch.bootstrap.IndependentSamplesBootstrap
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            • arch.bootstrap.IndependentSamplesBootstrap.get_state
            • arch.bootstrap.IndependentSamplesBootstrap.reset
            • arch.bootstrap.IndependentSamplesBootstrap.seed
              • MIndependentSamplesBootstrap.seed
                • Parameters
                  • pvalue
            • arch.bootstrap.IndependentSamplesBootstrap.set_state
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      • Bootstraps for Time-series Data
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    • Multiple Comparison Problems
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    • Long-run Covariance Estimation
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    • Common Type Definitions
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    • MIndependentSamplesBootstrap.seed
      • Parameters
        • pvalue

    arch.bootstrap.IndependentSamplesBootstrap.seed¶

    IndependentSamplesBootstrap.seed(value: int | list[int] | ndarray[Any, dtype[uint32]]) → None¶

    Reseeds the bootstrap’s random number generator

    Parameters:¶
    value: int | list[int] | ndarray[Any, dtype[uint32]]¶

    Value to use as the seed.

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