Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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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)
  • Published : 2003.12.01
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Abstract

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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References

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