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Liouville theory is characterized by the exponential interaction μe2bφ and a coupling to worldsheet curvature QRφ. A typical irrational CFT (c = 1 + 6Q2). Difficult theory solved in late 90’s using th...
Jackknife and bootstrap with cycling blocks for the estimation of fractional parameter in ARFIMA model
Jackknife bootstrap fractionally parameter ARFIMA model moving blocks non overlapping blocks
2011/4/6
One of most important problems concerning the ARFIMA time series model is the estimation of fractional parameter d. Various methods have been used to solve this problem, such as the log-periodogram r...