Bootstrap approaches for estimation and confidence intervals of long memory processes
DOI10.1080/00949650902849286zbMath1233.62055OpenAlexW2059094041MaRDI QIDQ3012673
Nedda Cecchinato, Luisa Bisaglia, Silvano Bordignon
Publication date: 6 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650902849286
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
Uses Software
Cites Work
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