Pages that link to "Item:Q961426"
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The following pages link to Bootstrapping long memory tests: some Monte Carlo results (Q961426):
Displaying 15 items.
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Bilateral bootstrap tests for long memory: an application to the Silver market (Q1417065) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- Note on bandwidth selection in testing for long range dependence. (Q1853704) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Bootstrapping the log-periodogram regression (Q1927723) (← links)
- Wild bootstrapping variance ratio tests (Q1929375) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Tests of long memory: a bootstrap approach (Q2575452) (← links)
- R/S-bootstrapping test for fractional integration (Q5086300) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)