Bootstrap assisted specification tests for the FARIMA model

Delgado, M. A., Hidalgo, J. & Velasco, C. (2009-05-22 - 2009-05-23) Bootstrap assisted specification tests for the FARIMA model [Paper]. Third Time Series conference, Montréal, Canada, CAN.
Copy

This article proposes omnibus bootstrap specification tests for the FARIMA model using statistics based on Bartlett's Tp
Item Type Conference or Workshop Item (Paper)
Copyright holders © 2009 The Authors
Departments LSE > Academic Departments > Economics
LSE > Research Centres > STICERD
Date Deposited 19 Apr 2011
URI https://researchonline.lse.ac.uk/id/eprint/35738

Explore Further

Full text not available from this repository.

Export as

EndNote BibTeX Reference Manager Refer Atom Dublin Core JSON Multiline CSV
Export

Downloads
View more statistics