Related Articles ( bootstrap, least equare estimate, random design, correlation model, long memory, Mallows Metric )
Bootstrap Procedure for Correlation Model of Random Design Under Strong Dependence
This paper investigates the validity of a bootstrap least square estimate of a polynomial correlation model whose error terms are an autoregressive fractionally integrated moving average ARFIMA (p,d,q) strongly dependent time series. For an (r + 1)*1 vector B of unknown parameters, ^Ba an ...