Higher order improvements of the sieve bootstrap for fractionally integrated processes

D. S. Poskitt, Simone D. Grose and Gael M. Martin

Year of publication:	2012
Authors:	Poskitt, Donald Stephen ; Grose, Simone D. ; Martin, Gael M.
Publisher:	Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
Subject:	Stichprobenerhebung \| Sampling \| Statistische Verteilung \| Statistical distribution \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Bootstrap-Verfahren \| Bootstrap approach \| Zeitreihenanalyse \| Time series analysis

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