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  • Search: subject:"weighted log-periodogram regression"
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Bootstrap approach 1 Bootstrap-Verfahren 1 Estimation 1 Estimation theory 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 Zeitreihenanalyse 1 bootstrap 1 frequency domain 1 log-periodogram regression 1 long memory 1 time domain 1 variance inflation 1 weighted log-periodogram regression 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Heravi, Saeed M. 1 Patterson, Kerry D. 1
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International journal of computational economics and econometrics : IJCEE 1
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ECONIS (ZBW) 1
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Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?
Heravi, Saeed M.; Patterson, Kerry D. - In: International journal of computational economics and … 11 (2021) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10012597684
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