A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143)

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scientific article; zbMATH DE number 7087241
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A Generalised Fractional Differencing Bootstrap for Long Memory Processes
scientific article; zbMATH DE number 7087241

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    A Generalised Fractional Differencing Bootstrap for Long Memory Processes (English)
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    30 July 2019
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    fractional differencing bootstrap
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    fractional integration
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    resampling
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