Block Bootstraps for Time Series With Fixed Regressors (Q4916455): Difference between revisions

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+https://doi.org/10.1080/01621459.2011.646929
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+W2003575620
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q3947020
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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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+Q3959963
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+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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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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+On blocking rules for the bootstrap with dependent data
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+Window Subsampling of Estimating Functions with Application to Regression Models
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+The jackknife and the bootstrap for general stationary observations
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+Theoretical comparisons of block bootstrap methods
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+Resampling methods for dependent data
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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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+On Consistent Estimates of the Spectrum of a Stationary Time Series
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+The impact of bootstrap methods on time series analysis
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+Q3323077
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