Subsampling for heteroskedastic time series (Q1372916): Difference between revisions

@@ Property / author @@
-Dimitris N. Politis
@@ Property / author: Dimitris N. Politis / rank @@
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@@ Property / author @@
+Dimitris N. Politis
@@ Property / author: Dimitris N. Politis / rank @@
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@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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@@ Property / cites work @@
+Q3732737
@@ Property / cites work: Q3732737 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap methods in statistics
@@ Property / cites work: Bootstrap methods in statistics / rank @@
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3794956
@@ Property / cites work: Q3794956 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Edgeworth correction by bootstrap in autoregressions
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@@ Property / cites work @@
+Blockwise bootstrapped empirical process for stationary sequences
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@@ Property / cites work @@
+Block length selection in the bootstrap for time series
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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@@ Property / cites work @@
+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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@@ Property / cites work @@
+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
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@@ Property / cites work @@
+Bootstrapping regression models
@@ Property / cites work: Bootstrapping regression models / rank @@
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@@ Property / cites work @@
+On bootstrapping two-stage least-squares estimates in stationary linear models
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@@ Property / cites work @@
+Q3787304
@@ Property / cites work: Q3787304 / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
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@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
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@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
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@@ Property / cites work @@
+Q4869555
@@ Property / cites work: Q4869555 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap procedures under some non-i.i.d. models
@@ Property / cites work: Bootstrap procedures under some non-i.i.d. models / rank @@
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+Q4869557
@@ Property / cites work: Q4869557 / rank @@
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@@ Property / cites work @@
+Calibrating Confidence Coefficients
@@ Property / cites work: Calibrating Confidence Coefficients / rank @@
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@@ Property / cites work @@
+Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition
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@@ Property / cites work @@
+A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
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@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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@@ Property / cites work @@
+Large sample confidence regions based on subsamples under minimal assumptions
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@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Contributions to Central Limit Theory for Dependent Variables
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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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+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
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+Some Limit Theorems for Random Functions. I
@@ Property / cites work: Some Limit Theorems for Random Functions. I / rank @@
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@@ Property / cites work @@
+Jackknife, bootstrap and other resampling methods in regression analysis
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(97)86569-4
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@@ Property / OpenAlex ID @@
+W2059047279
@@ Property / OpenAlex ID: W2059047279 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1372916