Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) <scp>DOI</scp>: 10.1111/jtsa.12460
DOI10.1111/JTSA.12591zbMath1465.62150OpenAlexW3159975024MaRDI QIDQ5001030
A. M. Robert Taylor, Fotis Papailias, George Kapetanios
Publication date: 16 July 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12591
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11)
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