A frequency domain bootstrap for Whittle estimation under long-range dependence (Q1941455)
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scientific article; zbMATH DE number 6143849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A frequency domain bootstrap for Whittle estimation under long-range dependence |
scientific article; zbMATH DE number 6143849 |
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A frequency domain bootstrap for Whittle estimation under long-range dependence (English)
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12 March 2013
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FARIMA
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interval estimation
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long memory
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spectral density
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periodogram
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0.88105035
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0.88034934
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0.8706968
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0.87031275
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0.8686438
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