Block Bootstraps for Time Series With Fixed Regressors

DOI10.1080/01621459.2011.646929MaRDI QIDQ4916455zbMATH OpenOpenAlexFDO

Authors Daniel J. Nordman, Soumendra N. Lahiri

Publication date 22 April 2013

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2011.646929

zbMATH Keywords

MSE expansionsoptimal blockssimultaneous confidence bandstapersvariance estimation

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A note on the stationary bootstrap's variance
• Automatic Block-Length Selection for the Dependent Bootstrap
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• Bootstrap Standard Error Estimates for Linear Regression
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• On blocking rules for the bootstrap with dependent data
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Resampling methods for dependent data
• Second-order correctness of the blockwise bootstrap for stationary observations
• Tapered block bootstrap
• The impact of bootstrap methods on time series analysis
• The jackknife and the bootstrap for general stationary observations
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• The tapered block bootstrap for general statistics from stationary sequences
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Theoretical comparisons of block bootstrap methods
• Window Subsampling of Estimating Functions with Application to Regression Models

Cited in

(18)

• An alternative bootstrap to moving blocks for time series regression models
• A smooth block bootstrap for quantile regression with time series
• Theoretical comparisons of block bootstrap methods
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Tapered block bootstrap
• Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
• Generalized seasonal tapered block bootstrap
• A generalized block bootstrap for seasonal time series
• Extended tapered block bootstrap
• Analysis of tidal data via the blockwise bootstrap
• A bootstrap procedure in linear regression with nonstationary errors
• The tapered block bootstrap for general statistics from stationary sequences
• Block bootstrap for periodic characteristics of periodically correlated time series
• A smooth block bootstrap for statistical functionals and time series
• The dependent wild bootstrap
• the Block-Block Bootstrap: Improved Asymptotic Refinements
• Diagnostics for the bootstrap and fast double bootstrap
• AR-sieve bootstrap for high-dimensional time series

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