Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Andrews, Donald W.K. ; Lieberman, Offer ; Marmer, Vadim |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 133.2006, 2, p. 673-702
|
| Publisher: |
Elsevier |