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~isPartOf:"Finance research letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Grose, Simone D."
~subject:"Theory"
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Finance research letters
Working paper / Department of Econometrics and Business Statistics, Monash University
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Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
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2013
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Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
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Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
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2012
Persistent link: https://www.econbiz.de/10009565418
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