Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665)

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Bootstrap-based bandwidth choice for log-periodogram regression
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    title
    Bootstrap-based bandwidth choice for log-periodogram regression (English)
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    author
    Josu Arteche
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    Jesus Orbe
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    publication date
    22 February 2011
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    Mathematics Subject Classification ID
    62M10
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    62G09
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    62G20
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    zbMATH DE Number
    5855783
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    zbMATH Keywords
    long memory time series
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    bandwidth selection
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    OpenAlex ID
    W1986377969
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    cites work
     
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