Recent developments in bootstrapping time series (Q4493472)

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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

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Recent developments in bootstrapping time series (English)

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Jeremy Berkowitz

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Econometric Reviews

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publication date

20 November 2000

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zbMATH Keywords

ARMA

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frequency domain

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blocks

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bootstrap

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474930008800457

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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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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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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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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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Identifiers

zbMATH Open document ID

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10.1080/07474930008800457

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4493472

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