Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Donald W. K. Andrews; Offer Lieberman
| Year of publication: |
2002
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Lieberman, Offer |
| Publisher: |
New Haven, Conn. |
| Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | 40 S |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1378 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://cowles.econ.yale.edu/P/cd/d13b/d1378.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001694737