TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798): Difference between revisions

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+.4732
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+Effect of dependence on statistics for determination of change
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+Q4269108
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+Properties of a fourier bootstrap method for time series
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+Time series: theory and methods.
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+Bootstraps for time series
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Bootstrap<i>M</i>Unit Root Tests
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+HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Weighted least squares estimators on the frequency domain for the parameters of a time series
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+A frequency domain bootstrap for ratio statistics in time series analysis
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Bootstrap methods: another look at the jackknife
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+On bootstrapping kernel spectral estimates
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+The empirical distribution of Fourier coefficients
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+An alternative bootstrap to moving blocks for time series regression models
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+Detection of changes in linear sequences
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+A note on Studentized confidence intervals for the change-point
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+The multiple hybrid bootstrap -- resampling multivariate linear processes
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+Block permutation principles for the change analysis of dependent data
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+Resampling in the frequency domain of time series to determine critical values for change-point tests
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+TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
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+Change-point in the mean of dependent observations
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+Autoregressive-aided periodogram bootstrap for time series
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+A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
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+Resampling methods for dependent data
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+Surrogate Data — A Qualitative and Quantitative Analysis
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+A Note on Asymptotic Joint Normality
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+The Local Bootstrap for Periodogram Statistics
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Bootstrapping Unit Root Tests for Autoregressive Time Series
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+Bootstrap Unit Root Tests
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Time Series Regression with a Unit Root
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+Testing for a unit root in time series regression
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+Adaptive bandwidth choice
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+The impact of bootstrap methods on time series analysis
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+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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+Asymptotic spectral theory for nonlinear time series
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+Testing for nonlinearity in time series: the method of surrogate data
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