Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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- scientific article; zbMATH DE number 3078663 (Why is no real title available?)
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Cited in
(32)- Testing for boundary conditions in case of fractionally integrated processes
- Conditional parametric bootstrap in GLARMA models
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
- Sieve bootstrap test for changes between unit root and long memory process with time trend
- Bootstrap approaches for estimation and confidence intervals of long memory processes
- Bootstrap tests for fractional integration and cointegration: a comparison study
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes
- Frequency domain local bootstrap in short and long memory time series
- Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
- Frequency domain bootstrap for ratio statistics under long-range dependence
- Bootstrap rank tests for trend in time series
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- Higher-order improvements of the sieve bootstrap for fractionally integrated processes
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
- Properties of a block bootstrap under long-range dependence
- Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons
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- Properties of the neural network sieve bootstrap
- Bootstrap methods for dependent data: a review
- A generalised fractional differencing bootstrap for long memory processes
- Bias Correction of Persistence Measures in Fractionally Integrated Models
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines
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