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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 2, p. 673-702
|
Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
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