Bootstrap testing for discontinuities under long-range dependence
Year of publication: |
2012
|
---|---|
Authors: | Beran, Jan ; Shumeyko, Yevgen |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 105.2012, 1, p. 322-347
|
Publisher: |
Elsevier |
Subject: | Long-range dependence | Bootstrap | Nonparametric regression | Wavelet | Thresholding | Test for discontinuity |
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