Block length selection in the bootstrap for time series (Q1606503): Difference between revisions

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+Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
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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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+LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
@@ Property / cites work: LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION / rank @@
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+Sieve bootstrap for time series
@@ Property / cites work: Sieve bootstrap for time series / rank @@
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+Q4834283
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+Matched-block bootstrap for dependent data
@@ Property / cites work: Matched-block bootstrap for dependent data / rank @@
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+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
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+Q4318617
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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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+On blocking rules for the bootstrap with dependent data
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+Q3723487
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+The jackknife and the bootstrap for general stationary observations
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+Second order optimality of stationary bootstrap
@@ Property / cites work: Second order optimality of stationary bootstrap / rank @@
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+Q4869557
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+Validity of blockwise bootstrap for empirical processes with stationary observations
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+Nonparametric resampling for homogeneous strong mixing random fields
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
@@ Property / cites work: BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION / rank @@
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+Q3323077
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+The bootstrap of the mean for strong mixing sequences under minimal conditions
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+The bootstrap for empirical processes based on stationary observations
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+Q4387153
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+Q4847979
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