"A frequency domain bootstrap for Whittle estimation under long-range ..."

Young Min Kim, Daniel J. Nordman (2013)

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DOI: 10.1016/J.JMVA.2012.10.018

access: open

type: Journal Article

metadata version: 2021-02-17

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Young Min Kim, Daniel J. Nordman:
A frequency domain bootstrap for Whittle estimation under long-range dependence. J. Multivar. Anal. 115: 405-420 (2013)

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