An overview of bootstrap methods for estimating and predicting in time series (Q1302062): Difference between revisions

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+Estimation of the Distribution of Noise in an Autoregression Scheme
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+Blockwise bootstrapped empirical process for 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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+Q4834283
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+Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes
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+Bootstrap methods: another look at the jackknife
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+Unit root bootstrap tests for AR (1) models
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+Bootstrap of kernel smoothing in nonlinear time series
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+Q4124141
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+Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
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+On blocking rules for the bootstrap with dependent data
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+Bootstrapping general first order autoregression
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+Bootstrapping empirical distribution functions of residuals from autoregressive model fitting
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+The jackknife and the bootstrap for general stationary observations
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+Q4869557
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+Validity of blockwise bootstrap for empirical processes with stationary observations
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+Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
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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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+Q4839388
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+The bootstrap of the mean for strong mixing sequences under minimal conditions
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+Bootstrap of linear model with AR-error structure
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+Bootstrap Prediction Intervals for Autoregression
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