Higher-Order Improvements of the Parametric Bootstrap for Long-Memory Gaussian Processes

By Donald W. K. Andrews, Offer Lieberman, Vadim Marmer. 2006

50 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a0cfad65ec543230cab0aaf625c2eb2ceb2aaf1e

Citations in the corpus

• Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes (2008, unknown): “Establishing an analogous result for the sieve bootstrap under the current scenario is beyond the scope of this article, but the results of Andrews et al. (2006) suggest that this approach could also be productive here.”