Recent developments in bootstrapping time series (Q4493472)

From MaRDI portal

Revision as of 19:03, 26 June 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q126257385, #quickstatements; #temporary_batch_1719424804123)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article; zbMATH DE number 1484809

Language	Label	Description	Also known as
English	Recent developments in bootstrapping time series	scientific article; zbMATH DE number 1484809

Statements

scholarly article

0 references

Recent developments in bootstrapping time series (English)

0 references

Jeremy Berkowitz

0 references

0 references

Econometric Reviews

0 references

publication date

20 November 2000

0 references

zbMATH Keywords

ARMA

0 references

frequency domain

0 references

blocks

0 references

bootstrap

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/07474930008800457

0 references

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

0 references

Bootstrapping explosive autoregressive processes

0 references

Bootstrapping unstable first-order autoregressive processes

0 references

DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE

0 references

Edgeworth correction by bootstrap in autoregressions

0 references

Bootstrap in moving average models

0 references

Blockwise bootstrapped empirical process for stationary sequences

0 references

Sieve bootstrap for time series

0 references

Sieve bootstrap for smoothing in nonstationary time series

0 references

Limit theory and bootstrap for explosive and partially explosive autoregression

0 references

On asymptotic properties of bootstrap for AR(1) processes

0 references

ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA

0 references

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

0 references

Controversies in the Foundations of Statistics

0 references

0 references

On bootstrapping kernel spectral estimates

0 references

Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

0 references

On blocking rules for the bootstrap with dependent data

0 references

0 references

Bootstrapping general first order autoregression

0 references

ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES

0 references

Confidence intervals for impulse responses under departures from normality

0 references

Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm

0 references

The jackknife and the bootstrap for general stationary observations

0 references

Second order optimality of stationary bootstrap

0 references

On the moving block bootstrap under long range dependence

0 references

On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables

0 references

Bootstrap Technology and Applications

0 references

Bootstrapping time series models

0 references

Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)

0 references

Bootstrap procedures under some non-i.i.d. models

0 references

Validity of blockwise bootstrap for empirical processes with stationary observations

0 references

Automatic Lag Selection in Covariance Matrix Estimation

0 references

Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes

0 references

ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP

0 references

A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation

0 references

The Stationary Bootstrap

0 references

Bootstrap confidence bands for spectra and cross-spectra

0 references

BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS

0 references

0 references

A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS

0 references

Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter

0 references

Bootstrap Prediction Intervals for Autoregression

0 references

Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author

0 references

Identifiers

zbMATH Open document ID

0 references

10.1080/07474930008800457

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4493472

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4493472&oldid=35001965"