Bootstrap approaches and confidence intervals for stationary and non-stationary long-range dependence processes
Year of publication: |
2007
|
---|---|
Authors: | Franco, Glaura C. ; Reisen, Valderio A. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 375.2007, 2, p. 546-562
|
Publisher: |
Elsevier |
Subject: | Semi-parametric and parametric procedures | Fractionally integrated ARMA process | Bootstrap |
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