Jackknife and bootstrap with cycling blocks for the estimation of fractional parameter in ARFIMA model (Q3084547)
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scientific article; zbMATH DE number 5869937
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| English | Jackknife and bootstrap with cycling blocks for the estimation of fractional parameter in ARFIMA model |
scientific article; zbMATH DE number 5869937 |
Statements
25 March 2011
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0.8128023147583008
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0.7941378355026245
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0.7935757040977478
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0.7928379774093628
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