Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias Correction of Persistence Measures in Fractionally Integrated Models |
scientific article |
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Bias Correction of Persistence Measures in Fractionally Integrated Models (English)
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12 October 2015
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long-memory
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ARFIMA
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sieve bootstrap
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bootstrap-based bias correction
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sample autocorrelation function
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impulse response function
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0.8861004
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0.88486135
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0.88185537
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0.8620155
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0.85788333
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0.85568583
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