The impact of bootstrap methods on time series analysis (Q5965021): Difference between revisions

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+W2044192590
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@@ Property / cites work @@
+On the asymptotic accuracy of the bootstrap under arbitrary resampling size
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+Inference on means using the bootstrap
@@ Property / cites work: Inference on means using the bootstrap / rank @@
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+Q5841817
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+Normal rank
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+Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
+Normal rank
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+Some asymptotic theory for the bootstrap
@@ Property / cites work: Some asymptotic theory for the bootstrap / rank @@
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+Q4352611
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+An improvement of the jackknife distribution function estimator
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+Edgeworth correction by bootstrap in autoregressions
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+Sieve bootstrap for time series
@@ Property / cites work: Sieve bootstrap for time series / rank @@
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+Bootstraps for time series
@@ Property / cites work: Bootstraps for time series / rank @@
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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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+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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+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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+Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
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+Q4318617
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+Normal rank
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+Bootstrap of kernel smoothing in nonlinear time series
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+Bootstrapping regression models
@@ Property / cites work: Bootstrapping regression models / rank @@
+Normal rank
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+Q4884570
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+Normal rank
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+Necessary conditions for the bootstrap of the mean
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+Q4158357
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+Normal rank
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+Q3247497
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+Normal rank
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+Resampling a coverage pattern
@@ Property / cites work: Resampling a coverage pattern / rank @@
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+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
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+On smoothing and the bootstrap
@@ Property / cites work: On smoothing and the bootstrap / rank @@
+Normal rank
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+On blocking rules for the bootstrap with dependent data
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+Q4840212
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+Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
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+Bootstrap Methods for Markov Processes
@@ Property / cites work: Bootstrap Methods for Markov Processes / rank @@
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+The jackknife and the bootstrap for general stationary observations
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+Second order optimality of stationary bootstrap
@@ Property / cites work: Second order optimality of stationary bootstrap / rank @@
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+Theoretical comparisons of block bootstrap methods
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+Q4869557
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+Regression-type inference in nonparametric autoregression
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+The local bootstrap for kernel estimators under general dependence conditions
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+Tapered block bootstrap
@@ Property / cites work: Tapered block bootstrap / rank @@
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+A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
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+The local bootstrap for Markov processes
@@ Property / cites work: The local bootstrap for Markov processes / rank @@
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+The tapered block bootstrap for general statistics from stationary sequences
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+Local block bootstrap
@@ Property / cites work: Local block bootstrap / rank @@
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Adaptive bandwidth choice
@@ Property / cites work: Adaptive bandwidth choice / rank @@
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+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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+Q4869559
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+Large sample confidence regions based on subsamples under minimal assumptions
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
@@ Property / cites work: BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION / rank @@
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+Subsampling
@@ Property / cites work: Subsampling / rank @@
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+Q5792707
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+NOTES ON BIAS IN ESTIMATION
@@ Property / cites work: NOTES ON BIAS IN ESTIMATION / rank @@
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+The bootstrap of the mean for strong mixing sequences under minimal conditions
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+Bootstrap in Markov-sequences based on estimates of transition density
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+Inference For Autocorrelations Under Weak Assumptions
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+An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
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+A general theory for jackknife variance estimation
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+Replicate Histograms
@@ Property / cites work: Replicate Histograms / rank @@
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+Local bootstrap
@@ Property / cites work: Local bootstrap / rank @@
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+Selection of the order of an autoregressive model by Akaike's information criterion
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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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+An introduction to bispectral analysis and bilinear time series models
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+A note on proving that the (modified) bootstrap works
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+Q3999154
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Publication:5965021