Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes |
scientific article |
Statements
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (English)
0 references
28 February 2009
0 references
autoregressive approximation
0 references
fractional process
0 references
non-invertibility
0 references
rate of convergence
0 references
sieve bootstrap
0 references
0 references
0 references
0 references
0 references
