Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(9 intermediate revisions by 8 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spl.2011.12.001 / rank
Normal rank
 
Property / author
 
Property / author: Eun-Ju Hwang / rank
Normal rank
 
Property / author
 
Property / author: Eun-Ju Hwang / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62G09 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M09 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G10 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6036269 / rank
 
Normal rank
Property / zbMATH Keywords
 
stationary bootstrap
Property / zbMATH Keywords: stationary bootstrap / rank
 
Normal rank
Property / zbMATH Keywords
 
weak dependence
Property / zbMATH Keywords: weak dependence / rank
 
Normal rank
Property / zbMATH Keywords
 
sample mean
Property / zbMATH Keywords: sample mean / rank
 
Normal rank
Property / zbMATH Keywords
 
strong consistency
Property / zbMATH Keywords: strong consistency / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: PearsonT / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.12.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2074831794 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak dependence beyond mixing and asymptotics for nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new mixing notion and functional central limit theorems for a sieve bootstrap in time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A triangular central limit theorem under a new weak dependence condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coupling for \(\tau\)-dependent sequences and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new weak dependence condition and applications to moment inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Estimation of a Density Under a New Weak Dependence Condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability and moment inequalities for sums of weakly dependent random variables, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency of the stationary bootstrap under weak moment conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A study on moment inequalities under a weak dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: An exponential inequality under weak dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5317360 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869557 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the stationary bootstrap's variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit root testing via the stationary bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869559 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stationary Bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment inequalities for mixing sequences of random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping the sample means for stationary mixing sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary bootstrapping for cointegrating regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping unit root tests for integrated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximal moment inequality for partial sums of strong mixing sequences and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment bounds for stationary mixing sequences / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPL.2011.12.001 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:02, 9 December 2024

scientific article
Language Label Description Also known as
English
Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
scientific article

    Statements

    Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (English)
    0 references
    0 references
    0 references
    18 May 2012
    0 references
    stationary bootstrap
    0 references
    weak dependence
    0 references
    sample mean
    0 references
    strong consistency
    0 references
    0 references
    0 references
    0 references

    Identifiers