A GENERALISED FRACTIONAL DIFFERENCING BOOTSTRAP FOR LONG MEMORY PROCESSES (vol 40, pg 467, 2019)

被引：0

作者：

Kapetanios, George ^{[1
]}

Papailias, Fotis ^{[1
]}

Taylor, A. M. Robert ^{[2
]}

机构：

[1] Kings Business Sch, London, England

[2] Univ Essex, Essex Business Sch, Colchester, Essex, England

来源：

JOURNAL OF TIME SERIES ANALYSIS | 2021年 / 42卷 / 04期

关键词：

D O I：

10.1111/jtsa.12591

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：492 / 492

页数：1

共 50 条

[1] A Generalised Fractional Differencing Bootstrap for Long Memory Processes
Kapetanios, George
Papailias, Fotis
Taylor, A. M. Robert
JOURNAL OF TIME SERIES ANALYSIS, 2019, 40 (04) : 467 - 492
[2] Editors' introduction: Fractional differencing and long memory processes
Baillie, RT
King, ML
JOURNAL OF ECONOMETRICS, 1996, 73 (01) : 1 - 3
[3] Long-time relaxation of an ordered magnetic structure (vol 40, pg 467, 1998)
Godovikov, SK
Perfil'ev, YD
Popov, YF
Firov, AI
PHYSICS OF THE SOLID STATE, 1998, 40 (12) : U3 - U3
[4] BOOTSTRAP LONG MEMORY PROCESSES IN THE FREQUENCY DOMAIN
Hidalgo, Javier
ANNALS OF STATISTICS, 2021, 49 (03): : 1407 - 1435
[5] In memory: Allen Smith (vol 34, pg 467, 2008)
Hernon, Peter
JOURNAL OF ACADEMIC LIBRARIANSHIP, 2009, 35 (01): : 114 - 114
[6] Topicality and the typology of predicative possession (vol 23, pg 467, 2019)
Chappell, Hilary
Creissels, Denis
LINGUISTIC TYPOLOGY, 2020, 24 (01) : 209 - 209
[7] Water soluble furoxan derivatives as NO prodrugs (vol 40, pg 467, 1997)
Sorba, G
Medana, C
Frutero, R
Cena, C
DiStilo, A
Galli, U
Gasco, A
JOURNAL OF MEDICINAL CHEMISTRY, 1997, 40 (14) : 2288 - 2288
[8] Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory
Ding, Liang
Luo, Yi
Lin, Yan
Huang, Yirong
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2021, 566
[9] Untitled (vol 40, pg 504, 2019)
Jung, K.
BULLETIN OF THE KOREAN CHEMICAL SOCIETY, 2021, 42 (06) : 952 - 952
[10] Achondroplasia (vol 40, pg 316, 2019)
Pereira, Elaine
PEDIATRICS IN REVIEW, 2019, 40 (08) : 438 - 438

← 1 2 3 4 5 →