27 citations · 74 across the 13 of their papers we have counts for
Showing 2013Show all
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stat.ME2013
Bias Correction of Persistence Measures in Fractionally Integrated Models
Simone D. Grose, Gael M. Martin, Donald S. Poskitt
This paper investigates the accuracy of bootstrap-based bias correction of persistence measures for long memory fractionally integrated processes. The bootstrap method is based on…
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…