Resampling
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-35512-7_10
Reference33 articles.
1. Andrews, D., & Lieberman, O. (2005). Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series. Econometric Theory, 21, 710–734.
2. Andrews, W. K., Lieberman, O., & Marmer, V. (2006). Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. Journal of Econometrics, 133, 673–702.
3. Beran, J., & Shumeyko, Y. (2012a). On asymptotically optimal wavelet estimation of trend functions under long-range dependence. Bernoulli, 189(1), 137–176.
4. Beran, J., & Shumeyko, Y. (2012b). Bootstrap testing for discontinuities under long-range dependence. Journal of Multivariate Analysis, 105(1), 322–347.
5. Berk, K. N. (1974). Consistent autoregressive spectral estimates. The Annals of Statistics, 2, 489–502.
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