Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
Year of publication: |
2006
|
---|---|
Authors: | Poskitt, Donald Stephen |
Publisher: |
[Clayton,] Vic. |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Statistische Verteilung | Statistical distribution |
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