Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
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Publication:534421
DOI10.1016/j.spl.2011.02.008zbMath1213.62138MaRDI QIDQ534421
Christopher C. Chang, Dimitris N. Politis
Publication date: 17 May 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.02.008
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G09: Nonparametric statistical resampling methods
Related Items
Root-\(T\) consistent density estimation in GARCH models, On the asymptotic theory of new bootstrap confidence bounds, A Convolution Estimator for the Density of Nonlinear Regression Observations
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Cites Work
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