A bootstrap approximation for the distribution of the Local Whittle estimator

  1. Arteche, J.
  2. Orbe, J.
Journal:
Computational Statistics and Data Analysis

ISSN: 0167-9473

Year of publication: 2016

Volume: 100

Pages: 645-660

Type: Article

DOI: 10.1016/J.CSDA.2015.03.014 GOOGLE SCHOLAR
Data source: Scopus