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20132023
most citedOptimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach

6 citations · 10 across the 4 of their papers we have counts for

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stat.ME2013★ 3 cited

Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes

D. S. Poskitt, Simone D. Grose, Gael M. Martin

This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametr…