Semi-parametric bootstrap-based inference in long-memory models
Semi-parametric bootstrap-based inference in long-memory models
批准号:
DP120102344
负责人:
Prof Donald Poskitt
金额:
$25.95万
依托单位:
依托单位国家:
澳大利亚
项目类别:
Discovery Projects
财政年份:
2012
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2012-01-03 至 2017-12-31
中文摘要
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英文摘要
Given the long lead times involved in implementing economic decisions, a clear understanding of the long-term dynamics driving key variables is crucial. This project will produce significant advances in the analysis of long-range dependence, with decisions underpinned by more accurate and robust statistical information as a consequence.
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会议论文
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