R-squared-bootstrapping for Gegenbauer-type long memory
Year of publication: |
2021
|
---|---|
Authors: | Xing, Yixun ; Woodward, Wayne A. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 57.2021, 2, p. 773-790
|
Subject: | Long memory | Gegenbauer | R-squared | Parametric resampling | Power | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
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