Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196)
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scientific article; zbMATH DE number 5520688
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| English | Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes |
scientific article; zbMATH DE number 5520688 |
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Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (English)
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28 February 2009
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autoregressive approximation
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fractional process
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non-invertibility
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rate of convergence
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sieve bootstrap
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0.8409726023674011
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0.8293277025222778
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0.8287636637687683
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0.8287636637687683
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0.8241155743598938
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