Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441)
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scientific article; zbMATH DE number 5540472
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| English | Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models |
scientific article; zbMATH DE number 5540472 |
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Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (English)
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6 April 2009
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time series analysis
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fractionally integrated ARMA process
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bootstrap
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0.8648717403411865
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0.846250593662262
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0.7899543046951294
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0.7812466025352478
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