Publication:4225474

zbMath0919.62106MaRDI QIDQ4225474

Hall, Peter, Bing-Yi Jing, Soumendra Nath Lahiri

Publication date: 13 January 1999

zbMATH Keywords

consistency; Gaussian processes; long-range dependence; block bootstrap; sampling window method

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

Uses Software

• highD2pop