Properties of a block bootstrap under long-range dependence (Q354205): Difference between revisions

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-Daniel J. Nordman
@@ Property / author: Daniel J. Nordman / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s13171-011-0003-3
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@@ Property / OpenAlex ID @@
+W2052270655
@@ Property / OpenAlex ID: W2052270655 / rank @@
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@@ Property / cites work @@
+On large-sample estimation for the mean of a stationary random sequence
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
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+Q4865042
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+Time series: theory and methods.
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+Sieve 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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+Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
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+The Invariance Principle for Stationary Processes
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+Bootstrap methods: another look at the jackknife
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+Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Variance-type estimation of long memory
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+On blocking rules for the bootstrap with dependent data
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+An alternative bootstrap to moving blocks for time series regression models
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+Fractional differencing
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+The jackknife and the bootstrap for general stationary observations
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+On the moving block bootstrap under long range dependence
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+Theoretical comparisons of block bootstrap methods
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+Resampling methods for dependent data
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+A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
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+Fractional Brownian Motions, Fractional Noises and Applications
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+VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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+On the asymptotic accuracy of Efron's bootstrap
@@ Property / cites work: On the asymptotic accuracy of Efron's bootstrap / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:354205