Pages that link to "Item:Q1941455"

The following pages link to A frequency domain bootstrap for Whittle estimation under long-range dependence (Q1941455):

Displaying 7 items.

• A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)