A frequency domain bootstrap for Whittle estimation under long-range dependence
type: Item
instance of: scholarly article
title: A frequency domain bootstrap for Whittle estimation under long-range dependence
zbMATH Open document ID: 1259.62084
author: Young-Min Kim
author: Daniel J. Nordman
published in: Journal of Multivariate Analysis
publication date: 2013-03-12T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6143849
zbMATH Keywords: FARIMA
zbMATH Keywords: interval estimation
zbMATH Keywords: long memory
zbMATH Keywords: spectral density
zbMATH Keywords: periodogram
MaRDI profile type: Publication
full work available at URL: j.jmva.2012.10.018
OpenAlex ID: W2028720452
DOI: 10.1016/J.JMVA.2012.10.018
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description: scientific article; zbMATH DE number 6143849