Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study

Computational Statistics

Volumn 19, Issue 2, 2004, Pages 243-259

  Franco, Glaura C ^a   Reisen, Valdério A ^b  

^a FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

^b FEDERAL UNIVERSITY OF ESPÍRITO SANTO   (Brazil)

Author keywords

Bootstrap in the residuals; Fractionally integrated ARMA process; Local bootstrap; Regression bootstrap; Semiparametric procedures

Indexed keywords

EID: 2942623556     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02892059     Document Type: Article

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