Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient

Peter Hall, Wolfgang Haerdle, P Schmidt

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	263-276
Journal	Statistical Inference for Stochastic Processes
Volume	3
Publication status	Published - 2001

Cite this

@article{264137519e20437dbd7e073ff290eafa,

title = "Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient",

author = "Peter Hall and Wolfgang Haerdle and P Schmidt",

year = "2001",

language = "English",

volume = "3",

pages = "263--276",

journal = "Statistical Inference for Stochastic Processes",

publisher = "Kluwer Academic Publishers",

}