A bootstrap approximation for the distribution of the Local Whittle estimator
Autor: | Arteche, Josu, Orbe, Jesus |
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Zdroj: | In Computational Statistics and Data Analysis August 2016 100:645-660 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Arteche, Josu, Orbe, Jesus |
---|---|
Zdroj: | In Computational Statistics and Data Analysis August 2016 100:645-660 |
Databáze: | ScienceDirect |
Externí odkaz: |