Bootstrapping Whittle estimators

Kreiss, JP; Paparoditis, E

Kreiss, JP (通讯作者),Tech Univ Carolo Wilhelmina Braunschweig, Inst Mathemat Stochast, Univ Pl 2, D-38106 Braunschweig, Germany.

BIOMETRIKA, 2023; 110 (2): 499

Abstract

Fitting parametric models by optimizing frequency-domain objective functions is an attractive approach of parameter estimation in time series analysis......

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