Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544): Difference between revisions

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+https://doi.org/10.1080/10485250213116
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+W1970577762
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+Edgeworth correction by bootstrap in autoregressions
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+Blockwise bootstrapped empirical process for stationary sequences
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+Block length selection in the bootstrap for time series
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Matched-block bootstrap for dependent data
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+Bootstrap methods: another look at the jackknife
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+KERNEL REGRESSION SMOOTHING OF TIME SERIES
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+On blocking rules for the bootstrap with dependent data
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+The jackknife and the bootstrap for general stationary observations
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+Theoretical comparisons of block bootstrap methods
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+The Stationary Bootstrap
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+Bootstrap in Markov-sequences based on estimates of transition density
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+Nonparametric regression estimation under mixing conditions
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+Data-Based Choice of Batch Size for Simulation Output Analysis
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+Nonparametric function estimation involving time series
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