Properties of the sieve bootstrap for fractionally integrated and non-invertible processes

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Original language	English
Pages (from-to)	224 - 250
Number of pages	27
Journal	Journal of Time Series Analysis
Volume	29
Issue number	2
Publication status	Published - 2008

Cite this

@article{412a382eed854ba5b564721cb30ee3ac,

title = "Properties of the sieve bootstrap for fractionally integrated and non-invertible processes",

author = "Don Poskitt",

year = "2008",

language = "English",

volume = "29",

pages = "224 -- 250",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

number = "2",

}