Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259): Difference between revisions
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Latest revision as of 13:09, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes |
scientific article |
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (English)
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25 April 2016
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asymptotics
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confidence intervals
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delta method
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Edgeworth expansion
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Gaussian process
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long memory
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maximum likelihood estimator
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parametric bootstrap
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\(t\) statistic
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Whittle likelihood
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