BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP

DOI10.1017/S0266466616000050zbMath1441.62843arXiv1603.01897OpenAlexW2962905366MaRDI QIDQ5349006

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Publication date: 22 August 2017

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.01897

Mathematics Subject Classification ID

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