Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes |
scientific article; zbMATH DE number 6573252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes |
scientific article; zbMATH DE number 6573252 |
Statements
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (English)
0 references
25 April 2016
0 references
asymptotics
0 references
confidence intervals
0 references
delta method
0 references
Edgeworth expansion
0 references
Gaussian process
0 references
long memory
0 references
maximum likelihood estimator
0 references
parametric bootstrap
0 references
\(t\) statistic
0 references
Whittle likelihood
0 references
0 references
0 references
0 references
0 references
