Bootstrapping regression models with locally stationary disturbances (Q2666048): Difference between revisions

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+Some asymptotic theory for the bootstrap
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+Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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+Bootstraps for time series
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+Bootstrap Methods
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+Q5732973
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+On the Kullback-Leibler information divergence of locally stationary processes
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+Fitting time series models to nonstationary processes
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+A likelihood approximation for locally stationary processes
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+Kalman filter estimation for a regression model with locally stationary errors
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+Bootstrapping regression models
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+An alternative bootstrap to moving blocks for time series regression models
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+Bootstrap Methods for Median Regression Models
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+Long memory or structural changes: an empirical examination on inflation rates
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+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Q5791821
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+The effect of tapering on the semiparametric estimators for nonstationary long memory processes
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+On the sample mean of locally stationary long-memory processes
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+An efficient estimator for locally stationary Gaussian long-memory processes
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+Q5521155
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+Testing for a break in persistence under long-range dependencies
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+Bootstrap of linear model with AR-error structure
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+Bootstrap of minimum distance estimators in regression with correlated disturbances
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+Nonparametric regression for locally stationary time series
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