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Selection of the number of frequencies using bootstrap techniques in log-periodogram regression. (2008). Arteche, Josu ; Orbe, Jesus Maria .
In: BILTOKI.
RePEc:ehu:biltok:5585.

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  9. Franco, G.C. and Reisen, V.A. (2004) Bootstrap techniques in semiparametric estimation methods for ARFIMA models: a comparison study. Comput. Statist. 19, 243–259.
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  11. Giraitis, L., Robinson, P.M. and Samarov, A. (2000) Adaptive semiparametric estimation of the memory parameter. J. Multiv. Anal., 72, 183-207.

  12. Henry, M. and Robinson, P.M. (1996) Bandwidth choice in Gaussian semiparametric estimation of long range dependence. In Athens Conference on Applied Probability and Time Series, Vol. II. Lecture Notes in Statistics (eds P.M. Robinson and M. Rosenblatt) , vol. 115, pp. 220-232. New York: Springer-Verlag.
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  13. Hurvich, C.M. and Deo, R.S. (1999) Plug-in selection of the number of frequencies in regression estimates of the memory parameter of a long-memory time series. J. Time Ser. Anal. 20, 331-341.

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  15. Moulines, E. and Soulier, P. (2003) Semiparametric spectral estimation for fractional processes. In Theory and Applications of Long-Range Dependence (eds P. Doukhan, G. Oppenheim and M-S. Taqqu), pp. 251-301. Boston: Birkhäuser.
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  16. Paparoditis, E. and Politis, D. (1999) The local bootstrap for periodogram statistics. J. Time Ser. Anal. 20, 193-222.

  17. Silva, E.M., Franco, G.C., Reisen, V.A. and Cruz, F.R.B. (2006) Local bootstrap approaches for fractional differential parameter estimation in ARFIMA model. Comput. Statist. Data Anal. 51, 1002-1011.

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