Tests of long memory: a bootstrap approach (Q2575452): Difference between revisions

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+Q4865042
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+TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION
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+THE SIZE DISTORTION OF BOOTSTRAP TESTS
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+Q4370586
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+Bootstrap methods: another look at the jackknife
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+Q4318617
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Fractional differencing
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Fractional ARIMA with stable innovations
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+Long-Term Memory in Stock Market Prices
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+Log-periodogram regression of time series with long range dependence
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+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
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+A critical look at Lo's modified \(R/S\) statistic.
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+Note on bandwidth selection in testing for long range dependence.
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