Communications for Statistical Applications and Methods

  • 제10권3호
  • /
  • Pages.1047-1056
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  • 2003
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Bootstrapping Log Periodogram Regression

  • Nam, Gilnam (Korea Fixed Income Research Institute) ;
  • Cho, Sinsup (Department of Statistics, Seoul National University) ;
  • Yeo, In-Kwon (Division of Mathematics and Statistical Informatics, Chonbuk National University)
  • 발행 : 2003.12.01
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초록

In this paper, we consider a modified bootstrap scheme for inference of the GPH estimator and establish the sup-norm consistency of the proposed bootstrapping.

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참고문헌

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