Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
type: Item
instance of: scholarly article
title: Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
zbMATH Open document ID: 1062.62171
DOI: 10.1007/BF02892059
author: Glaura C. Franco
author: Valdério Anselmo Reisen
published in: Computational Statistics
publication date: 2005-05-20T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62G08
zbMATH DE Number: 2169408
zbMATH Keywords: bootstrap methods
zbMATH Keywords: resampling methods
zbMATH Keywords: fractionally integrated ARMA processes
zbMATH Keywords: local bootstrap
zbMATH Keywords: regression bootstrap
describes a project that uses: bootlib
describes a project that uses: bootstrap
MaRDI profile type: Publication
cites work: Q4865042
cites work: A comparison of techniques of estimation in long-memory processes.
cites work: An overview of bootstrap methods for estimating and predicting in time series
cites work: Q4370586
cites work: Bootstrap methods: another look at the jackknife
cites work: Q4318617
cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: Fractional differencing
cites work: The jackknife and the bootstrap for general stationary observations
cites work: Nonparametric testing of closeness between two unknown distribution functions
cites work: Q4869557
cites work: Averaged periodogram estimation of long memory
cites work: The Local Bootstrap for Periodogram Statistics
cites work: The Stationary Bootstrap
cites work: ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
cites work: Parametric and semiparametric estimations of stationary univariate ARFIMA models
cites work: ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY
cites work: Semiparametric analysis of long-memory time series
cites work: Log-periodogram regression of time series with long range dependence
cites work: Local bootstrap
cites work: Comparing the bias and misspecification in ARFIMA models
cites work: Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
full work available at URL: https://doi.org/10.1007/bf02892059
OpenAlex ID: W2081283631
description: scientific article; zbMATH DE number 2169408