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Search: subject:"Autoregressive approximations"
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ARFIMA
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Alternative hypotheses
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Autoregressive approximations
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Cointegration
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Cointegration rank tests
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Finite lag-order vector autoregressive approximations
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Odaki, Mitsuhiro
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Rupasinghe, Maduka
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Cointegration rank tests based on vector
autoregressive
approximations
under alternative hypotheses
Odaki, Mitsuhiro
- In:
Economics letters
136
(
2015
),
pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
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2
Asymptotic properties of sieve bootstrap prediction intervals for FARIMA processes
Rupasinghe, Maduka
;
Samaranayake, V.A.
- In:
Statistics & Probability Letters
82
(
2012
)
12
,
pp. 2108-2114
The sieve bootstrap is a resampling technique that uses
autoregressive
approximations
of order p to model invertible …
Persistent link: https://www.econbiz.de/10010580420
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