Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap

D. S. Poskitt, Gael M. Martin, Simone D. Grose

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

2 Citations (Scopus)

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Semi-Parametric Bootstrap-Based Inference in Long-Memory Models
Poskitt, D. (Primary Chief Investigator (PCI)) & Martin, G. (Chief Investigator (CI))
ARC - Australian Research Council
3/01/12 → 31/12/17
Project: Research