This paper deals with different bootstrap approaches and bootstrap confidence intervals in the fractionally autoregressive moving average (ARFIMA(p,d,q)) process [J. Hosking, Fractional differencing, Biometrika 68(1) (1981) 165–175] using parametric and semi-parametric estimation techniques...

Time series with long-memory behavior have recently received much attention. Much interest attaches to parameter estimation in the ARFIMA model by considering different situations of this process, and specifically when there are missing observations. This is the focus of this paper. To estimate...