## Abstract Bootstrap in time series models is not straightforward to implement, as in this case the observations are not independent. One of the alternatives is to bootstrap the residuals in order to obtain the bootstrap series and thus use these series for inference purposes. This work deals with
Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study
β Scribed by Glaura C. Franco; Valderio A. Reisen
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Weight
- 851 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0943-4062
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