Recent developments in bootstrapping time series (Q4493472): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Bootstrapping explosive autoregressive processes
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+Bootstrapping unstable first-order autoregressive processes
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+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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+Edgeworth correction by bootstrap in autoregressions
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+Bootstrap in moving average models
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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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+Limit theory and bootstrap for explosive and partially explosive autoregression
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+On asymptotic properties of bootstrap for AR(1) processes
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+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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+Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
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+Controversies in the Foundations of Statistics
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+Q4318617
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+On bootstrapping kernel spectral estimates
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+On blocking rules for the bootstrap with dependent data
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+Q3999341
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+Bootstrapping general first order autoregression
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+ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES
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+Confidence intervals for impulse responses under departures from normality
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+Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
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+The jackknife and the bootstrap for general stationary observations
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+Second order optimality of stationary bootstrap
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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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+Bootstrap Technology and Applications
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+Bootstrapping time series models
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+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
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+Bootstrap procedures under some non-i.i.d. models
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+Validity of blockwise bootstrap for empirical processes with stationary observations
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
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+ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
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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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+The Stationary Bootstrap
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+Bootstrap confidence bands for spectra and cross-spectra
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+BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
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+Q3323077
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+A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS
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+Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
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+Bootstrap Prediction Intervals for Autoregression
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+Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
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