Bootstrap methods for dependent data: a review (Q743759): Difference between revisions

@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
+Normal rank
@@ Property / cites work @@
+the Block-Block Bootstrap: Improved Asymptotic Refinements
+Normal rank
@@ Property / cites work @@
+Bootstrapping Markov chains: Countable case
@@ Property / cites work: Bootstrapping Markov chains: Countable case / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
+Normal rank
@@ Property / cites work @@
+A bootstrap test for time series linearity
@@ Property / cites work: A bootstrap test for time series linearity / rank @@
+Normal rank
@@ Property / cites work @@
+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
+Normal rank
@@ Property / cites work @@
+Blockwise bootstrapped empirical process for stationary sequences
+Normal rank
@@ Property / cites work @@
+Sieve bootstrap for time series
@@ Property / cites work: Sieve bootstrap for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Sieve bootstrap for smoothing in nonstationary time series
+Normal rank
@@ Property / cites work @@
+Bootstraps for time series
@@ Property / cites work: Bootstraps for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4834283
@@ Property / cites work: Q4834283 / rank @@
+Normal rank
@@ Property / cites work @@
+Block length selection in the bootstrap for time series
+Normal rank
@@ Property / cites work @@
+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
+Normal rank
@@ Property / cites work @@
+Edgeworth correction by bootstrap in autoregressions
+Normal rank
@@ Property / cites work @@
+Bootstrap in moving average models
@@ Property / cites work: Bootstrap in moving average models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
@@ Property / cites work @@
+Matched-block bootstrap for dependent data
@@ Property / cites work: Matched-block bootstrap for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of spectral estimates
@@ Property / cites work: Asymptotic normality of spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for ratio statistics in time series analysis
+Normal rank
@@ Property / cites work @@
+On asymptotic properties of bootstrap for AR(1) processes
+Normal rank
@@ Property / cites work @@
+Bootstrap Inference for a First-Order Autoregression with Positive Innovations
+Normal rank
@@ Property / cites work @@
+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
+Normal rank
@@ Property / cites work @@
+Q4370586
@@ Property / cites work: Q4370586 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities
+Normal rank
@@ Property / cites work @@
+Bootstrapping realized multivariate volatility measures
+Normal rank
@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Bootstrap of kernel smoothing in nonlinear time series
+Normal rank
@@ Property / cites work @@
+Properties of the nonparametric autoregressive bootstrap
+Normal rank
@@ Property / cites work @@
+Bootstrap autoregressive order selection
@@ Property / cites work: Bootstrap autoregressive order selection / rank @@
+Normal rank
@@ Property / cites work @@
+On bootstrapping two-stage least-squares estimates in stationary linear models
+Normal rank
@@ Property / cites work @@
+Consistency of the stationary bootstrap under weak moment conditions
+Normal rank
@@ Property / cites work @@
+Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Second-order correctness of the blockwise bootstrap for stationary observations
+Normal rank
@@ Property / cites work @@
+Q4742188
@@ Property / cites work: Q4742188 / rank @@
+Normal rank
@@ Property / cites work @@
+Resampling a coverage pattern
@@ Property / cites work: Resampling a coverage pattern / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
+Normal rank
@@ Property / cites work @@
+Inference in Arch and Garch Models with Heavy-Tailed Errors
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods for Time Series
@@ Property / cites work: Bootstrap Methods for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping general first order autoregression
@@ Property / cites work: Bootstrapping general first order autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+An alternative bootstrap to moving blocks for time series regression models
+Normal rank
@@ Property / cites work @@
+Bootstrap specification tests for linear covariance stationary processes
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods for Markov Processes
@@ Property / cites work: Bootstrap Methods for Markov Processes / rank @@
+Normal rank
@@ Property / cites work @@
+The multiple hybrid bootstrap -- resampling multivariate linear processes
+Normal rank
@@ Property / cites work @@
+Properties of a block bootstrap under long-range dependence
+Normal rank
@@ Property / cites work @@
+TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
+Normal rank
@@ Property / cites work @@
+Q2769688
@@ Property / cites work: Q2769688 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap tests for simple structures in nonparametric time series regression
+Normal rank
@@ Property / cites work @@
+Autoregressive-aided periodogram bootstrap for time series
+Normal rank
@@ Property / cites work @@
+Bootstrapping Locally Stationary Processes
@@ Property / cites work: Bootstrapping Locally Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the range of validity of the autoregressive sieve bootstrap
+Normal rank
@@ Property / cites work @@
+Q3481113
@@ Property / cites work: Q3481113 / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Q4869555
@@ Property / cites work: Q4869555 / rank @@
+Normal rank
@@ Property / cites work @@
+On the moving block bootstrap under long range dependence
+Normal rank
@@ Property / cites work @@
+Theoretical comparisons of block bootstrap methods
+Normal rank
@@ Property / cites work @@
+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
+Normal rank
@@ Property / cites work @@
+Bootstrapping time series models
@@ Property / cites work: Bootstrapping time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4869557
@@ Property / cites work: Q4869557 / rank @@
+Normal rank
@@ Property / cites work @@
+Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
+Normal rank
@@ Property / cites work @@
+Regression-type inference in nonparametric autoregression
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
+Normal rank
@@ Property / cites work @@
+A note on the stationary bootstrap's variance
@@ Property / cites work: A note on the stationary bootstrap's variance / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
+Normal rank
@@ Property / cites work @@
+A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model
+Normal rank
@@ Property / cites work @@
+Q4410087
@@ Property / cites work: Q4410087 / rank @@
+Normal rank
@@ Property / cites work @@
+The Local Bootstrap for Periodogram Statistics
@@ Property / cites work: The Local Bootstrap for Periodogram Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+The local bootstrap for kernel estimators under general dependence conditions
+Normal rank
@@ Property / cites work @@
+A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
+Normal rank
@@ Property / cites work @@
+Tapered block bootstrap
@@ Property / cites work: Tapered block bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+The tapered block bootstrap for general statistics from stationary sequences
+Normal rank
@@ Property / cites work @@
+Local block bootstrap
@@ Property / cites work: Local block bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+The local bootstrap for Markov processes
@@ Property / cites work: The local bootstrap for Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Residual-Based Block Bootstrap for Unit Root Testing
+Normal rank
@@ Property / cites work @@
+Bootstrapping Unit Root Tests for Autoregressive Time Series
+Normal rank
@@ Property / cites work @@
+Resampling and Subsampling for Financial Time Series
+Normal rank
@@ Property / cites work @@
+ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
+Normal rank
@@ Property / cites work @@
+Unit root testing via the stationary bootstrap
@@ Property / cites work: Unit root testing via the stationary bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap prediction for returns and volatilities in GARCH models
+Normal rank
@@ Property / cites work @@
+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
+Normal rank
@@ Property / cites work @@
+The impact of bootstrap methods on time series analysis
+Normal rank
@@ Property / cites work @@
+A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling
@@ Property / cites work: Subsampling / rank @@
+Normal rank
@@ Property / cites work @@
+Automatic Block-Length Selection for the Dependent Bootstrap
+Normal rank
@@ Property / cites work @@
+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
+Normal rank
@@ Property / cites work @@
+Q2754859
@@ Property / cites work: Q2754859 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
+Normal rank
@@ Property / cites work @@
+A sieve bootstrap test for stationarity.
@@ Property / cites work: A sieve bootstrap test for stationarity. / rank @@
+Normal rank
@@ Property / cites work @@
+Blockwise bootstrap testing for stationarity
@@ Property / cites work: Blockwise bootstrap testing for stationarity / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap in Markov-sequences based on estimates of transition density
+Normal rank
@@ Property / cites work @@
+Asymptotic normality, strong mixing and spectral density estimates
+Normal rank
@@ Property / cites work @@
+Q3730889
@@ Property / cites work: Q3730889 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping the Local Periodogram of Locally Stationary Processes
+Normal rank
@@ Property / cites work @@
+The Dependent Wild Bootstrap
@@ Property / cites work: The Dependent Wild Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Q3561145
@@ Property / cites work: Q3561145 / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and bootstrap
@@ Property / cites work: The jackknife and bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic spectral theory for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Jackknife, bootstrap and other resampling methods in regression analysis
+Normal rank
@@ Property / cites work @@
+Bootstrap Techniques for Signal Processing
@@ Property / cites work: Bootstrap Techniques for Signal Processing / rank @@
+Normal rank