Bootstraps for time series (Q1872593): Difference between revisions

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+https://doi.org/10.1214/ss/1023798998
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+W2012562749
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+Weak dependence beyond mixing and asymptotics for nonparametric regression
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+Prepivoting to reduce level error of confidence sets
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+Closure of linear processes
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+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
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+Edgeworth correction by bootstrap in autoregressions
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+Blockwise bootstrapped empirical process for stationary sequences
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+The blockwise bootstrap for general empirical processes of stationary sequences
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+Sieve bootstrap for time series
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+Sieve bootstrap for smoothing in nonstationary time series
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+Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
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+Q4834283
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+Block length selection in the bootstrap for time series
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+Variable length Markov chains
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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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+Matched-block bootstrap for dependent data
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+Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
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+A frequency domain bootstrap for ratio statistics in time series analysis
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+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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+Q4370586
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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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+Better Bootstrap Confidence Intervals
@@ Property / cites work: Better Bootstrap Confidence Intervals / rank @@
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+Q4318617
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+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+Q4742188
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+Resampling a coverage pattern
@@ Property / cites work: Resampling a coverage pattern / rank @@
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+On the bootstrap and confidence intervals
@@ Property / cites work: On the bootstrap and confidence intervals / rank @@
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+Q3766652
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+On blocking rules for the bootstrap with dependent data
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+Q4225474
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+The jackknife and the bootstrap for general stationary observations
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+On the moving block bootstrap under long range dependence
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+On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
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+On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
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+Theoretical comparisons of block bootstrap methods
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+Bootstrap Technology and Applications
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+Bootstrapping time series models
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+Calibrating Confidence Coefficients
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+Influence functionals for time series (with discussion)
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+Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
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+Regression-type inference in nonparametric autoregression
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+The Local Bootstrap for Periodogram Statistics
@@ Property / cites work: The Local Bootstrap for Periodogram Statistics / rank @@
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+The local bootstrap for kernel estimators under general dependence conditions
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+Tapered block bootstrap
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+The local bootstrap for Markov processes
@@ Property / cites work: The local bootstrap for Markov processes / rank @@
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+On the blockwise bootstrap for empirical processes for stationary sequences
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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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+Nonparametric resampling for homogeneous strong mixing random fields
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+The Stationary Bootstrap
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subsampling
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+Q4387153
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+Bootstrap in Markov-sequences based on estimates of transition density
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+A universal data compression system
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+The jackknife and bootstrap
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+Singh's theorem in the lattice case
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