Parametric bootstrap confidence intervals for linear regression processes with long-memory errors (Q3580840)
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scientific article; zbMATH DE number 5770581
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parametric bootstrap confidence intervals for linear regression processes with long-memory errors |
scientific article; zbMATH DE number 5770581 |
Statements
13 August 2010
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delta method
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Edgeworth expansions
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Gaussian processes
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maximum likelihood estimator
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plug-in likelihood function
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0.9119024276733398
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0.8277090787887573
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0.8156125545501709
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0.809857189655304
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0.7972874641418457
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