Bilateral bootstrap tests for long memory: an application to the Silver market (Q1417065)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2019715
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bilateral bootstrap tests for long memory: an application to the Silver market |
scientific article; zbMATH DE number 2019715 |
Statements
Bilateral bootstrap tests for long memory: an application to the Silver market (English)
0 references
18 December 2003
0 references
parametric and nonparametric bootstrap
0 references
long memory
0 references
tests
0 references
P value plots
0 references
corrected size-power curves
0 references
0.8648481369018555
0 references
0.8563979864120483
0 references
0.8056965470314026
0 references
0.7863626480102539
0 references
0.7785112261772156
0 references
