Franco, Glaura C.; Reisen, Valderio A. - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 2, pp. 546-562
This paper deals with different bootstrap approaches and bootstrap confidence intervals in the fractionally autoregressive moving average (ARFIMA(p,d,q)) process [J. Hosking, Fractional differencing, Biometrika 68(1) (1981) 165–175] using parametric and semi-parametric estimation techniques...
