Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926): Difference between revisions

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+On smoothed bootstrap for density functionals
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+Weak dependence beyond mixing and asymptotics for nonparametric regression
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
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+Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
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+Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
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+Iterated Bootstrap‐<i>t</i> Confidence Intervals for Density Functions
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+Kernel estimators of mode under \(\psi\)-weak dependence
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+An exponential inequality under weak dependence
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+Uniform strong consistency of kernel density estimators under dependence
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+The jackknife and the bootstrap for general stationary observations
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+A consistent bootstrap test for conditional density functions with time-series data
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+The Stationary Bootstrap
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+Kernel density estimation under dependence
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+Kernel density estimation for linear processes
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+Kernel density estimation for linear processes
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+Nonparametric state price density estimation using constrained least squares and the bootstrap
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+Moment bounds for stationary mixing sequences
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