Bootstrap assisted specification tests for the ARFIMA model (Q3100982)
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scientific article; zbMATH DE number 5976411
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| English | Bootstrap assisted specification tests for the ARFIMA model |
scientific article; zbMATH DE number 5976411 |
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BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (English)
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22 November 2011
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0.8156188726425171
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0.7948211431503296
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0.7899543046951294
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0.7836795449256897
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0.7826610803604126
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