Bootstrap Methods for Time Series
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Cites work
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- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A frequency domain bootstrap for ratio statistics in time series analysis
- A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
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- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
- Asymptotic distribution of statistics in time series
- Asymptotic expansions for sums of weakly dependent random vectors
- Automatic Lag Selection in Covariance Matrix Estimation
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Autoregressive-aided periodogram bootstrap for time series
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bootstrap Methods for Markov Processes
- Bootstrap in Markov-sequences based on estimates of transition density
- Bootstrap in moving average models
- Bootstrap of kernel smoothing in nonlinear time series
- Bootstrapping GMM estimators for time series
- Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
- Edgeworth correction by bootstrap in autoregressions
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- Large sample confidence regions based on subsamples under minimal assumptions
- Matched-block bootstrap for dependent data
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- On Edgeworth expansion and moving block bootstrap for Studentized M-estimators in multiple linear regression models
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- On bootstrapping kernel spectral estimates
- On convergence rates of suprema
- Properties of the nonparametric autoregressive bootstrap
- Regression-type inference in nonparametric autoregression
- Second order optimality of stationary bootstrap
- Second-order correctness of the blockwise bootstrap for stationary observations
- Semiparametric diffusion estimation and application to a stock market index
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- Sieve bootstrap for time series
- Some continuous Edgeworth expansions for Markov chains with applications to bootstrap
- THE SIZE DISTORTION OF BOOTSTRAP TESTS
- Tapered block bootstrap
- The bootstrap and Edgeworth expansion
- The jackknife and the bootstrap for general stationary observations
- The local bootstrap for Markov processes
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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Cited in
(77)- The impact of bootstrap methods on time series analysis
- Theoretical and empirical estimates of mean-variance portfolio sensitivity
- Functional convolution models
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- Bootstrap for random coefficient autoregressive models
- Bootstrap methods: a review
- Empirical likelihood block bootstrapping
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- Detecting common longevity trends by a multiple population approach
- Recent developments in bootstrapping time series
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- Parallel bootstrap and optimal subsample lengths in smooth function models
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- Robust block bootstrap panel predictability tests
- Fixed-smoothing asymptotics for time series
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors
- Bootstrapping time series models
- Inference and prediction for ARCH time series via innovation distribution function
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
- Modelling dependent data for longevity projections
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
- Bootstrap Methods for Markov Processes
- Housing dynamics over the business cycle
- The Hybrid Wild Bootstrap for Time Series
- The threshold bootstrap and threshold jackknife
- The expected time to cross a threshold and its determinants: a simple and flexible framework
- Bootstrap order selection for SETAR models
- Combining Forecasts via Simulations
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
- Inductive process modeling
- Statistical inference for four-regime segmented regression models
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- Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach
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- Neural network for the statistical process control of HVAC systems in passenger rail vehicles
- High frequency trading and stock index returns: a nonlinear dynamic analysis
- Time Series
- On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis
- Irregularly observed time series -- some asymptotics and the block bootstrap
- Bootstrapping Hill estimator and tail array sums for regularly varying time series
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study
- A simple bootstrap method for time series
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
- Bootstraps for time series
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
- Cross-sectional dependence robust block bootstrap panel unit root tests
- Edgeworth Corrections for Realized Volatility
- Resampling procedures for making inference under nested case-control studies
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- Change-point detection in panel data via double CUSUM statistic
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- Bootstrap methods for dependent data: a review
- Nonlinear ARMA models with functional MA coefficients
- Kernel matching scheme for block bootstrap of time series data
- Shrinkage estimation of linear regression models with ARIMA errors and applications to Canadian crime rates data
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- Bootstrap confidence intervals for conditional density function in Markov processes
- Bootstrapping moving average models
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach
- Bootstrapping a time series model: some empirical results
- Bootstrap methods for stationary functional time series
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- A Bayesian estimation of lag lengths in distributed lag models
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