BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
| Year of publication: |
2011
|
|---|---|
| Authors: | Delgado, Miguel A. ; Hidalgo, Javier ; Velasco, Carlos |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 5 (25.3.), p. 1083-1117
|