Frequency domain local bootstrap in long memory time series
Josu Arteche
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Arteche, Josu |
| Publisher: |
[Bilbao] : [Universidad del País Vasco, Departamento de Economía Aplicada III (Econometría y Estadística)] |
| Subject: | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
freely available
| Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
|---|---|
| Series: | Biltoki : documentos de trabajo. - Bilbao : [Verlag nicht ermittelbar], ZDB-ID 2225876-0. - Vol. [2020, 1] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Zählung laut Dialnet: https://dialnet.unirioja.es/servlet/revista?codigo=6837 |
| Other identifiers: | hdl:10810/48980 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445244