A bootstrap approximation for the distribution of the local Whittle estimator
type: Item
instance of: scholarly article
title: A bootstrap approximation for the distribution of the local Whittle estimator
zbMATH Open document ID: 1466.62021
author: Josu Arteche
author: Jesus Orbe
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6918357
zbMATH Keywords: long memory
zbMATH Keywords: bootstrap
zbMATH Keywords: local Whittle estimation
MaRDI profile type: Publication
full work available at URL: j.csda.2015.03.014
OpenAlex ID: W2123474119
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DOI: 10.1016/J.CSDA.2015.03.014
description: scientific article; zbMATH DE number 6918357