Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Donald W. K. Andrews, Offer Lieberman, Vadim Marmer
| Year of publication: |
2006
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|---|---|
| Authors: | Andrews, Donald W. K. ; Lieberman, Offer ; Marmer, Vadim |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 2, p. 673-702
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| Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003359623