A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap approximation for the distribution of the local Whittle estimator |
scientific article |
Statements
A bootstrap approximation for the distribution of the local Whittle estimator (English)
0 references
15 August 2018
0 references
long memory
0 references
bootstrap
0 references
local Whittle estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
