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

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+On large-sample estimation for the mean of a stationary random sequence
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+VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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+Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Q5333460
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+Q4865042
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+Q4845377
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+Some asymptotic theory for the bootstrap
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+Time series: theory and methods.
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+Sieve bootstrap for time series
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+Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
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+Efficient parameter estimation for self-similar processes
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+Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
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+Approximations for densities of sufficient estimators
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+Moment bounds for non-linear functionals of the periodogram
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+Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Edgeworth expansions for semiparametric Whittle estimation of long memory.
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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+Explicit representation of finite predictor coefficients and its applications
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+On the range of validity of the autoregressive sieve bootstrap
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+The jackknife and the bootstrap for general stationary observations
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+EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
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+VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION  FUNCTION UNDER LONG RANGE DEPENDENCE
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+Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
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+Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
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+The impact of bootstrap methods on time series analysis
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+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES
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