Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673)
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scientific article; zbMATH DE number 5917859
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| English | Bootstrap approaches for estimation and confidence intervals of long memory processes |
scientific article; zbMATH DE number 5917859 |
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Bootstrap approaches for estimation and confidence intervals of long memory processes (English)
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6 July 2011
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bootstrap
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time series
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GPH
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LW estimator
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confidence intervals
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0.8344197869300842
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0.8229828476905823
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0.8158155679702759
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