Bootstrap approaches and confidence intervals for stationary and non-stationary long-range dependence processes

Physica A: Statistical Mechanics and its Applications

Volumn 375, Issue 2, 2007, Pages 546-562

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

^a FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

^b FEDERAL UNIVERSITY OF ESPÍRITO SANTO   (Brazil)

Author keywords

Bootstrap; Fractionally integrated ARMA process; Semi parametric and parametric procedures

Indexed keywords

DENSITY (OPTICAL); MONTE CARLO METHODS; PARAMETER ESTIMATION; SPECTRUM ANALYSIS; STATISTICS;

BOOTSTRAP; FRACTIONALLY INTEGRATED ARMA PROCESSES; PARAMETRIC PROCEDURES; SEMI-PARAMETRIC PROCEDURES;

REGRESSION ANALYSIS;

EID: 33845385362     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.08.027     Document Type: Article

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