文章基本信息

标题：A Generalization of a Sieve Bootstrap Invariance Principle to Long Memory Processes
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作者：George Kapetanios
期刊名称：Quantitative and Qualitative Analysis in Social Sciences
印刷版ISSN：1752-8925
出版年度：2010
卷号：4
期号：1
页码：19-40
出版社：Quantitative and Qualitative Analysis in Social Sciences
摘要：This paper presents a sieve bo otstrap invariance principle for nonstationary long memory pro cesses,defined as processes with long memory parameter lying in (0.5, 1.5). This principle provides the toolsfor showing asymptotic validity of the bo otstrap in the context of such pro cesses
关键词：Long memory; bootstrap