Bootstrap-assisted specification tests for the ARFIMA model
Alternative title: | Bootstrap assisted specification tests for the ARFIMA model |
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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 | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
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