A frequency domain bootstrap for Whittle estimation under long-range dependence (Q1941455)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A frequency domain bootstrap for Whittle estimation under long-range dependence |
scientific article |
Statements
A frequency domain bootstrap for Whittle estimation under long-range dependence (English)
0 references
12 March 2013
0 references
FARIMA
0 references
interval estimation
0 references
long memory
0 references
spectral density
0 references
periodogram
0 references