Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
D. S. Poskitt
| Year of publication: |
2006
|
|---|---|
| Authors: | Poskitt, Donald Stephen |
| Publisher: |
[Clayton,] Vic. |
| Subject: | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | 20, [6] S. graph. Darst. |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 06,12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/2006/wp12-06.pdf |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003361014