Bootstrap-assisted specification tests for the ARFIMA model
Miguel A. Delgado; Javier Hidalgo; Carlos Velasco
| Alternative title: | Bootstrap assisted specification tests for the ARFIMA model |
|---|---|
| Year of publication: |
2011
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| Authors: | Delgado, Miguel A. ; Hidalgo, Javier ; Velasco, Carlos |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 5, p. 1083-1116
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| Subject: | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009379754