On the range of validity of the autoregressive sieve bootstrap

DOI10.1214/11-AOS900zbMath1227.62067arXiv1201.6211MaRDI QIDQ651026

Dimitris N. Politis, Jens-Peter Kreiss, Efstathios Paparoditis

Publication date: 8 December 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.6211

zbMATH Keywords

time series; autoregression

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62M15: Inference from stochastic processes and spectral analysis

62G09: Nonparametric statistical resampling methods

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