English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Consider the AR(1) model,whereis a sequence of long memory processes with possibly infinite variance. In this paper, we propose to use a residual-based  m -out-of- n  bootstrap procedure to approximate the distribution of a least-squares estimator for the autoregressive parameter when this parameter is equal to unity, and its asymptotic validity is also proved.

On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations