A test for the difference parameter of the Arfima model using the moving blocks bootstrap

Research output: Book/ReportBookOther

Original languageEnglish
Place of PublicationMelbourne Vic Australia
PublisherMonash University Publishing
Number of pages19
ISBN (Print)0 7326 1066 4
Publication statusPublished - 1999

Cite this

@book{611144bd3e1b4d339154eaca45747dc4,
title = "A test for the difference parameter of the Arfima model using the moving blocks bootstrap",
author = "Maharaj, {Elizabeth Ann}",
year = "1999",
language = "English",
isbn = "0 7326 1066 4",
publisher = "Monash University Publishing",

}

A test for the difference parameter of the Arfima model using the moving blocks bootstrap. / Maharaj, Elizabeth Ann.

Melbourne Vic Australia : Monash University Publishing, 1999. 19 p.

Research output: Book/ReportBookOther

TY - BOOK

T1 - A test for the difference parameter of the Arfima model using the moving blocks bootstrap

AU - Maharaj, Elizabeth Ann

PY - 1999

Y1 - 1999

M3 - Book

SN - 0 7326 1066 4

BT - A test for the difference parameter of the Arfima model using the moving blocks bootstrap

PB - Monash University Publishing

CY - Melbourne Vic Australia

ER -

Maharaj EA. A test for the difference parameter of the Arfima model using the moving blocks bootstrap. Melbourne Vic Australia: Monash University Publishing, 1999. 19 p.