BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982)

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BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
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    title
    BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (English)
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    author
    Carlos Velasco
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    publication date
    22 November 2011
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    62F40
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    60G22
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    65C05
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    zbMATH DE Number
    5976411
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