The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348): Difference between revisions

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+Some asymptotic theory for the bootstrap
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+Q3947020
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+Q3827448
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+Bootstraps for time series
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+Asymptotic normality of spectral estimates
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+A frequency domain bootstrap for ratio statistics in time series analysis
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+Multivariate spectral analysis using Cholesky decomposition
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+Bootstrap methods: another look at the jackknife
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+On bootstrapping kernel spectral estimates
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+Bootstrap Methods for Time Series
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+TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+Autoregressive-aided periodogram bootstrap for time series
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+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
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+Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
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+Testing the Fit of a Vector Autoregressive Moving Average Model
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+The Local Bootstrap for Periodogram Statistics
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+Bootstrapping the Local Periodogram of Locally Stationary Processes
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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