Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jkss.2011.07.003
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+W1963769846
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+Q115202516
@@ Property / Wikidata QID: Q115202516 / rank @@
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@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
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+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
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+Q5560061
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+Generalized autoregressive conditional heteroscedasticity
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+On the Kullback-Leibler information divergence of locally stationary processes
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+Fitting time series models to nonstationary processes
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+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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+Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
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+THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
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+Maximum likelihood and the bootstrap for nonlinear dynamic models
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+Bootstrap Standard Error Estimates for Linear Regression
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+GARCH (1,1) processes are near epoch dependent
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+Resampling a coverage pattern
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Resampling methods for spatial regression models under a class of stochastic designs
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+Theoretical comparisons of block bootstrap methods
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+A maximal inequality and dependent strong laws
@@ Property / cites work: A maximal inequality and dependent strong laws / rank @@
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+FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
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+Q3064312
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+A note on the stationary bootstrap's variance
@@ Property / cites work: A note on the stationary bootstrap's variance / rank @@
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+Tapered block bootstrap
@@ Property / cites work: Tapered block bootstrap / rank @@
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+The tapered block bootstrap for general statistics from stationary sequences
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+HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
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+Q2736781
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+Q4939077
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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+Q4839388
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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+Q4692920
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+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
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+Q3561145
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+The Dependent Wild Bootstrap
@@ Property / cites work: The Dependent Wild Bootstrap / rank @@
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Publication:5966192