Frequency domain local bootstrap in short and long memory time series
Josu Arteche
| Year of publication: |
2025
|
|---|---|
| Authors: | Arteche, Josu |
| Subject: | Bootstrap | local Whittle estimation | long memory | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2024.2401719 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196596