Efron's nonparametric bootstrap method simulates the distributional properties of a statistic by repeated resampling of a given sample. A balanced bootstrap simulation is one in which each sample ...
This paper investigates bootstrap-based bias correction of semiparametric estimators of the long memory parameter, d, in fractionally integrated processes. The resampling method involves the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback