Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955)
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scientific article; zbMATH DE number 2169408
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| English | Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. |
scientific article; zbMATH DE number 2169408 |
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Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (English)
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20 May 2005
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bootstrap methods
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resampling methods
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fractionally integrated ARMA processes
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local bootstrap
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regression bootstrap
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0.8648717403411865
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0.8202691674232483
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0.8156188726425171
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0.8014034628868103
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