Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order improvements of the sieve bootstrap for fractionally integrated processes |
scientific article |
Statements
Higher-order improvements of the sieve bootstrap for fractionally integrated processes (English)
0 references
27 July 2015
0 references
long memory
0 references
ARFIMA
0 references
sieve bootstrap
0 references
bootstrap-based inference
0 references
Edgeworth expansion
0 references
sampling distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
