Title of article
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
Author/Authors
E.M. Silva، نويسنده , , G.C. Franco، نويسنده , , V.A. Reisen، نويسنده , , F.R.B. Cruz، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
10
From page
1002
To page
1011
Keywords
Time series analysis , Fractionally integrated ARMA process , Bootstrap
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145144
Link To Document