Bilateral bootstrap tests for long memory: an application to the Silver market

DOI10.1023/A:1026129729224zbMath1067.91524MaRDI QIDQ1417065

Christian de Peretti

Publication date: 18 December 2003

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

long memorytestscorrected size-power curvesP value plotsparametric and nonparametric bootstrap

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Modelling structural breaks, long memory and stock market volatility: an overview ⋮ Bootstrapping long memory tests: some Monte Carlo results

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