Frequency domain bootstrap for ratio statistics under long-range dependence
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Cites work
- scientific article; zbMATH DE number 1944039 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- A frequency domain bootstrap for Whittle estimation under long-range dependence
- A frequency domain bootstrap for ratio statistics in time series analysis
- A frequency domain empirical likelihood for short- and long-range dependence
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- Bootstrap methods: another look at the jackknife
- Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models
- Broadband log-periodogram regression of time series with long-range dependence
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models
- Data driven order selection for projection estimator of the spectral density of time series with long range dependence
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional differencing
- Gaussian semiparametric estimation of long range dependence
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Long-memory processes. Probabilistic properties and statistical methods
- Long‐Memory Time Series
- Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
- On bootstrapping kernel spectral estimates
- On large-sample estimation for the mean of a stationary random sequence
- On the asymptotic accuracy of Efron's bootstrap
- On the moving block bootstrap under long range dependence
- Properties of a block bootstrap under long-range dependence
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
- SPECTRAL ANALYSIS WITH TAPERED DATA
- Sieve bootstrap for time series
- The asymptotic theory of linear time-series models
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
Cited in
(5)- A note on stationary bootstrap variance estimator under long-range dependence
- A frequency domain bootstrap for Whittle estimation under long-range dependence
- scientific article; zbMATH DE number 5953292 (Why is no real title available?)
- Consistency of the frequency domain bootstrap for differentiable functionals
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
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