Bootstrapping long memory tests: some Monte Carlo results
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- Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, pages 2325-2334.
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- Arteche, Josu & Orbe, Jesus, 2016.
"A bootstrap approximation for the distribution of the Local Whittle estimator,"
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KeywordsMoving block bootstrap; fractional integration;
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