Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes

Mathematics

• Long Memory Process 94%
• Parametric Bootstrap 85%
• Gaussian Process 65%
• Long Memory 60%
• Higher Order 47%
• Delta Method 45%
• Time series 44%
• Bootstrap Confidence Intervals 42%
• Plug-in 42%
• Coverage Probability 36%
• Confidence interval 27%
• Estimator 19%
• Order Conditions 19%
• Sample mean 18%
• Likelihood Function 16%
• Bootstrap 15%
• Maximum Likelihood Estimator 14%
• Likelihood 14%
• First-order 11%
• Unknown 10%

Business & Economics

• Parametric Bootstrap 100%
• Confidence Interval 98%
• Gaussian Process 94%
• Long Memory 74%
• Delta Method 53%
• Bootstrap 47%
• Estimator 26%
• Maximum Likelihood Estimator 19%

Engineering & Materials Science

• Time series 57%
• Data storage equipment 40%
• Maximum likelihood 21%