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Bootstrapping Log Periodogram Regression
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 Title & Authors
Bootstrapping Log Periodogram Regression
Nam, Gilnam; Cho, Sinsup; Yeo, In-Kwon;
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 Abstract
In this paper, we consider a modified bootstrap scheme for inference of the GPH estimator and establish the sup-norm consistency of the proposed bootstrapping.
 Keywords
Long Memory;Log Periodogram;Bootstrapping;
 Language
English
 Cited by
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