Fixed-smoothing asymptotics for time series (Q366976): Difference between revisions

@@ Property / author @@
-Xianyang Zhang
@@ Property / author: Xianyang Zhang / rank @@
-Normal rank
@@ Property / author @@
-Xiao-Feng Shao
@@ Property / author: Xiao-Feng Shao / rank @@
-Normal rank
@@ Property / author @@
+Xianyang Zhang
@@ Property / author: Xianyang Zhang / rank @@
+Normal rank
@@ Property / author @@
+Xiao-Feng Shao
@@ Property / author: Xiao-Feng Shao / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6211461
@@ Property / zbMATH DE Number: 6211461 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bootstrap
@@ Property / zbMATH Keywords: bootstrap / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-order expansions
@@ Property / zbMATH Keywords: high-order expansions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long-run variance matrix
@@ Property / zbMATH Keywords: long-run variance matrix / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.4228
@@ Property / arXiv ID: 1204.4228 / rank @@
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
+Normal rank
@@ Property / cites work @@
+Inference with dependent data using cluster covariance estimators
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+Second-order correctness of the blockwise bootstrap for stationary observations
+Normal rank
@@ Property / cites work @@
+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods for Time Series
@@ Property / cites work: Bootstrap Methods for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference
+Normal rank
@@ Property / cites work @@
+Bootstrapping GMM estimators for time series
@@ Property / cites work: Bootstrapping GMM estimators for time series / rank @@
+Normal rank
@@ Property / cites work @@
+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Eigenvalues of Integral Equations
+Normal rank
@@ Property / cites work @@
+Robust<i>M</i>Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
+Normal rank
@@ Property / cites work @@
+On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
+Normal rank
@@ Property / cites work @@
+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for sums of block-variables under weak dependence
+Normal rank
@@ Property / cites work @@
+Edgeworth expansions for Studentized statistics under weak dependence
+Normal rank
@@ Property / cites work @@
+Eigenvalues of Analytic Kernels
@@ Property / cites work: Eigenvalues of Analytic Kernels / rank @@
+Normal rank
@@ Property / cites work @@
+Testing That a Dependent Process Is Uncorrelated
@@ Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank @@
+Normal rank
@@ Property / cites work @@
+Symmetric Matrix Derivatives with Applications
@@ Property / cites work: Symmetric Matrix Derivatives with Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
+Normal rank
@@ Property / cites work @@
+A theory of robust long-run variance estimation
@@ Property / cites work: A theory of robust long-run variance estimation / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+HAC ESTIMATION BY AUTOMATED REGRESSION
@@ Property / cites work: HAC ESTIMATION BY AUTOMATED REGRESSION / rank @@
+Normal rank
@@ Property / cites work @@
+Robust trend inference with series variance estimator and testing-optimal smoothing parameter
+Normal rank
@@ Property / cites work @@
+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
+Normal rank
@@ Property / cites work @@
+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
+Normal rank
@@ Property / cites work @@
+Q3643299
@@ Property / cites work: Q3643299 / rank @@
+Normal rank
@@ Property / cites work @@
+Fixed-smoothing asymptotics for time series
@@ Property / cites work: Fixed-smoothing asymptotics for time series / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:366976