Bootstrap estacionario em modelos ARFIMA (p,d,q)
=== This study aims to use the stationary bootstrap to make inference about the memory parameter, d, in ARFIMA models and verify its efficiency in the region of stationarity. The method consists of using the stationary bootstrap to resample a data set using the geometric and uniform distributions....
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Minas Gerais
2013
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| Online Access: | http://hdl.handle.net/1843/ICED-9CSH3N |