Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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