Bootstrap methods for dependent data: a review
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- A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model
- A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
- A bootstrap test for time series linearity
- 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
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
- A note on the stationary bootstrap's variance
- A sieve bootstrap test for stationarity.
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
- An alternative bootstrap to moving blocks for time series regression models
- Asymptotic Statistics
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- Asymptotic normality of spectral estimates
- Asymptotic normality, strong mixing and spectral density estimates
- Asymptotic spectral theory for nonlinear time series
- Automatic Block-Length Selection for the Dependent Bootstrap
- Autoregressive-aided periodogram bootstrap for time series
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- Block length selection in the bootstrap for time series
- Blockwise bootstrap testing for stationarity
- Blockwise bootstrapped empirical process for stationary sequences
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Bootstrap Inference for a First-Order Autoregression with Positive Innovations
- Bootstrap Methods for Markov Processes
- Bootstrap Methods for Time Series
- Bootstrap Techniques for Signal Processing
- Bootstrap autoregressive order selection
- Bootstrap in Markov-sequences based on estimates of transition density
- Bootstrap in moving average models
- Bootstrap methods: another look at the jackknife
- Bootstrap of kernel smoothing in nonlinear time series
- Bootstrap prediction for returns and volatilities in GARCH models
- Bootstrap specification tests for linear covariance stationary processes
- Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
- Bootstrap tests for parametric volatility structure in nonparametric autoregression
- Bootstrap tests for simple structures in nonparametric time series regression
- Bootstrapping Markov chains: Countable case
- Bootstrapping Unit Root Tests for Autoregressive Time Series
- Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
- Bootstrapping general first order autoregression
- Bootstrapping locally stationary processes
- Bootstrapping realized multivariate volatility measures
- Bootstrapping the Local Periodogram of Locally Stationary Processes
- Bootstrapping time series models
- Bootstrapping unstable first-order autoregressive processes
- Bootstraps for time series
- Consistency of the stationary bootstrap under weak moment conditions
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- Edgeworth correction by bootstrap in autoregressions
- Extended tapered block bootstrap
- Foundations of time series analysis and prediction theory
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
- Inference in Arch and Garch Models with Heavy-Tailed Errors
- Jackknife, bootstrap and other resampling methods in regression analysis
- Local block bootstrap
- Matched-block bootstrap for dependent data
- ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
- On asymptotic properties of bootstrap for AR(1) processes
- On blocking rules for the bootstrap with dependent data
- On bootstrapping kernel spectral estimates
- On bootstrapping two-stage least-squares estimates in stationary linear models
- On the moving block bootstrap under long range dependence
- On the range of validity of the autoregressive sieve bootstrap
- Properties of a block bootstrap under long-range dependence
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
- Properties of the nonparametric autoregressive bootstrap
- Recent developments in bootstrapping time series
- Regression-type inference in nonparametric autoregression
- Resampling a coverage pattern
- Resampling and Subsampling for Financial Time Series
- Resampling methods for dependent data
- Residual-Based Block Bootstrap for Unit Root Testing
- Second-order correctness of the blockwise bootstrap for stationary observations
- Sieve bootstrap for smoothing in nonstationary time series
- Sieve bootstrap for time series
- Subsampling
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
- Tapered block bootstrap
- The Local Bootstrap for Periodogram Statistics
- The Stationary Bootstrap
- The bootstrap and Edgeworth expansion
- The dependent wild bootstrap
- The impact of bootstrap methods on time series analysis
- The jackknife and bootstrap
- The jackknife and the bootstrap for general stationary observations
- The local bootstrap for Markov processes
- The local bootstrap for kernel estimators under general dependence conditions
- The multiple hybrid bootstrap -- resampling multivariate linear processes
- 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
- Time series: theory and methods.
- Unit root testing via the stationary bootstrap
- the Block-Block Bootstrap: Improved Asymptotic Refinements
Cited in
(37)- Bootstrap in semi-functional partial linear regression under dependence
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
- Bootstrap methods: a review
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Sieve bootstrap for functional time series
- Gap bootstrap methods for massive data sets with an application to transportation engineering
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
- Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction
- Bootstrap model selection for possibly dependent and heterogeneous data
- Spatial wildfire risk modeling using a tree-based multivariate generalized Pareto mixture model
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Estimating the Pareto parameters under progressive censoring data for constant-partially accelerated life tests
- Recent Developments in Bootstrap Methods for Dependent Data
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Bootstrap method for dependent data structure and measure of statistical precision
- Regenerative bootstrap for -null recurrent Markov chains
- Local block bootstrap inference for trending time series
- On nonparametric variogram estimation
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes
- Block bootstrap consistency under weak assumptions
- A review and some new proposals for bandwidth selection in nonparametric density estimation for dependent data
- Quantilograms under strong dependence
- A nonparametric bootstrap method for spatial data
- Assessing the impact of the economic crises in 1997 and 2008 on suicides in Hong Kong, Taiwan and South Korea using a strata-bootstrap algorithm
- Guaranteed conditional ARL performance in the presence of autocorrelation
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
- Bootstrapping INAR models
- Bootstrapping and permuting paired \(t\)-test type statistics
- Baxter's inequality for triangular arrays
- Detecting distributional differences in labeled sequence data with application to tropical cyclone satellite imagery
- Fourier-type tests of mutual independence between functional time series
- A wild bootstrap approach for nonparametric repeated measurements
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
- Bootstrap confidence intervals for conditional density function in Markov processes
- Resampling techniques for estimating the distribution of descriptive statistics of functional data
- Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
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