Testing for long memory in potentially nonstationary perturbed fractional processes
Per Frederiksen; Frank S. Nielsen
| Year of publication: |
2014
|
|---|---|
| Authors: | Frederiksen, Per ; Nielsen, Frank S. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 2, p. 329-381
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| Subject: | Bootstrap | fractional integration | perturbed fractional processes | self-similarity | semiparametric estimation | temporal aggregation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model |
| 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/10010351544