Bootstrapping locally stationary processes

DOI10.1111/RSSB.12068MaRDI QIDQ5379909zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Jens-Peter Kreiß

Publication date 14 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/rssb.12068

zbMATH Keywords

bootstrapkernel estimationlocally stationary processesperiodogramweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sampling theory, sample surveys (62D05) Bootstrap, jackknife and other resampling methods (62F40) Density estimation (62G07) Applications of statistics to economics (62P20)

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Cited in

(29)

• Autoregressive-aided periodogram bootstrap for time series
• Towards a general theory for nonlinear locally stationary processes
• On inference validity of weighted U-statistics under data heterogeneity
• The local bootstrap for Markov processes
• Inference for modulated stationary processes
• Indirect inference for locally stationary models
• Simultaneous inference for time-varying models
• Minimum distance estimation of locally stationary moving average processes
• Local block bootstrap inference for trending time series
• Bootstrapping regression models with locally stationary disturbances
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• On a local uniform bootstrap validity
• scientific article; zbMATH DE number 1070513 (Why is no real title available?)
• scientific article; zbMATH DE number 1106834 (Why is no real title available?)
• Moving Fourier analysis for locally stationary processes with the bootstrap in view
• The local fractional bootstrap
• The Local Bootstrap for Periodogram Statistics
• A bootstrap functional central limit theorem for time-varying linear processes
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• Measuring the degree of non-stationarity of a time series
• Irregular nonparametric autoregression
• A statistical framework for analyzing shape in a time series of random geometric objects
• A bootstrapped test of covariance stationarity based on orthonormal transformations
• The hierarchical spectral merger algorithm: a new time series clustering procedure
• Bayesian Nonparametric Spectral Analysis of Locally Stationary Processes
• Forecast Selection in Unstable Environments
• Bootstrap methods for dependent data: a review
• The local partial autocorrelation function and some applications
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

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