Recent developments in bootstrapping time series (Q4493472): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474930008800457
+Normal rank
@@ Property / OpenAlex ID @@
+W2019986161
@@ Property / OpenAlex ID: W2019986161 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Bootstrapping explosive autoregressive processes
@@ Property / cites work: Bootstrapping explosive autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
+Normal rank
@@ Property / cites work @@
+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
+Normal rank
@@ Property / cites work @@
+Edgeworth correction by bootstrap in autoregressions
+Normal rank
@@ Property / cites work @@
+Bootstrap in moving average models
@@ Property / cites work: Bootstrap in moving average models / rank @@
+Normal rank
@@ Property / cites work @@
+Blockwise bootstrapped empirical process for stationary sequences
+Normal rank
@@ Property / cites work @@
+Sieve bootstrap for time series
@@ Property / cites work: Sieve bootstrap for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Sieve bootstrap for smoothing in nonstationary time series
+Normal rank
@@ Property / cites work @@
+Limit theory and bootstrap for explosive and partially explosive autoregression
+Normal rank
@@ Property / cites work @@
+On asymptotic properties of bootstrap for AR(1) processes
+Normal rank
@@ Property / cites work @@
+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
+Normal rank
@@ Property / cites work @@
+Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
+Normal rank
@@ Property / cites work @@
+Controversies in the Foundations of Statistics
@@ Property / cites work: Controversies in the Foundations of Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
+Normal rank
@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
+Normal rank
@@ Property / cites work @@
+Q3999341
@@ Property / cites work: Q3999341 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping general first order autoregression
@@ Property / cites work: Bootstrapping general first order autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
+Normal rank
@@ Property / cites work @@
+Confidence intervals for impulse responses under departures from normality
+Normal rank
@@ Property / cites work @@
+Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Second order optimality of stationary bootstrap
@@ Property / cites work: Second order optimality of stationary bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+On the moving block bootstrap under long range dependence
+Normal rank
@@ Property / cites work @@
+On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
+Normal rank
@@ Property / cites work @@
+Bootstrap Technology and Applications
@@ Property / cites work: Bootstrap Technology and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping time series models
@@ Property / cites work: Bootstrapping time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
+Normal rank
@@ Property / cites work @@
+Bootstrap procedures under some non-i.i.d. models
@@ Property / cites work: Bootstrap procedures under some non-i.i.d. models / rank @@
+Normal rank
@@ Property / cites work @@
+Validity of blockwise bootstrap for empirical processes with stationary observations
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
+Normal rank
@@ Property / cites work @@
+ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap confidence bands for spectra and cross-spectra
+Normal rank
@@ Property / cites work @@
+BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS
+Normal rank
@@ Property / cites work @@
+Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
+Normal rank
@@ Property / cites work @@
+Bootstrap Prediction Intervals for Autoregression
@@ Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
+Normal rank
@@ Property / Wikidata QID @@
+Q126257385
@@ Property / Wikidata QID: Q126257385 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4493472