Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665)
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scientific article; zbMATH DE number 5855783
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Bootstrap-based bandwidth choice for log-periodogram regression |
scientific article; zbMATH DE number 5855783 |
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Bootstrap-based bandwidth choice for log-periodogram regression (English)
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22 February 2011
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long memory time series
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bandwidth selection
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0.8582490682601929
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0.8480669260025024
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0.8480663895606995
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0.8459405303001404
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0.8455801010131836
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