Pages that link to "Item:Q5226143"
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The following pages link to A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143):
Displaying 8 items.
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)