Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
| Year of publication: |
2006
|
|---|---|
| Authors: | Silva, E.M. ; Franco, G.C. ; Reisen, V.A. ; Cruz, F.R.B. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 2, p. 1002-1011
|
| Publisher: |
Elsevier |