Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860): Difference between revisions

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Latest revision as of 04:09, 18 December 2024

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Higher-order improvements of the sieve bootstrap for fractionally integrated processes
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    Higher-order improvements of the sieve bootstrap for fractionally integrated processes (English)
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    27 July 2015
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    long memory
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    ARFIMA
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    sieve bootstrap
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    bootstrap-based inference
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    Edgeworth expansion
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    sampling distribution
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