Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673): Difference between revisions

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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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+Gaussian semiparametric estimation of long range dependence
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+A comparison of techniques of estimation in long-memory processes.
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+Q4370586
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+Bootstrapping time series models
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+Characterization of the partial autocorrelation function
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+Q4865042
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+Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application
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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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+Long‐Memory Time Series
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+Q5808925
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+The asymptotic theory of linear time-series models
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+Efficient parameter estimation for self-similar processes
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+Log-periodogram regression of time series with long range dependence
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+Bootstrap methods: another look at the jackknife
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+Q4318617
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+Bootstraps for time series
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+The impact of bootstrap methods on time series analysis
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+Sieve bootstrap for time series
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+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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+The Local Bootstrap for Periodogram Statistics
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+Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
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+Bootstrapping the log-periodogram regression
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+Theoretical comparison of bootstrap confidence intervals
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+Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
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+Time series: theory and methods.
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+Using the bootstrap for finite sample confidence intervals of the log periodogram regression
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