Bootstrap Methods for Time Series (Q4832060)

scientific article; zbMATH DE number 2124736

Language	Label	Description	Also known as
English	Bootstrap Methods for Time Series	scientific article; zbMATH DE number 2124736

Statements

instance of

scholarly article

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title

Bootstrap Methods for Time Series (English)

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zbMATH Open document ID

1114.62347

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DOI

10.1111/j.1751-5823.2003.tb00485.x

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International Statistical Review

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publication date

3 January 2005

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full work available at URL

https://projecteuclid.org/euclid.isr/1069172307

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http://edoc.hu-berlin.de/18452/4249

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Mathematics Subject Classification ID

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Resampling

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Block bootstrap

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Asymptotic approximation confidence interval

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W2148329315

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cites work

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

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An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

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ARCH modeling in finance. A review of the theory and empirical evidence

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Edgeworth correction by bootstrap in autoregressions

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Bootstrap in moving average models

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Sieve bootstrap for time series

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Sieve bootstrap for smoothing in nonstationary time series

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Q4834283

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The use of subseries values for estimating the variance of a general statistic from a stationary sequence

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Matched-block bootstrap for dependent data

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Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order

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A frequency domain bootstrap for ratio statistics in time series analysis

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Some continuous Edgeworth expansions for Markov chains with applications to bootstrap

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THE SIZE DISTORTION OF BOOTSTRAP TESTS

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ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA

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Q4370586

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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On bootstrapping kernel spectral estimates

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Bootstrap of kernel smoothing in nonlinear time series

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Properties of the nonparametric autoregressive bootstrap

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Asymptotic expansions for sums of weakly dependent random vectors

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Asymptotic distribution of statistics in time series

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Second-order correctness of the blockwise bootstrap for stationary observations

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Heavy traffic approximations for busy period in an M/G/\(\infty\) queue

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On convergence rates of suprema

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The bootstrap and Edgeworth expansion

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Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

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On blocking rules for the bootstrap with dependent data

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Q4715597

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Large Sample Properties of Generalized Method of Moments Estimators

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Semiparametric diffusion estimation and application to a stock market index

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Bootstrap Methods for Markov Processes

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Bootstrapping GMM estimators for time series

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Autoregressive-aided periodogram bootstrap for time series

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The jackknife and the bootstrap for general stationary observations

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Second order optimality of stationary bootstrap

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On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models

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Q4365842

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Theoretical comparisons of block bootstrap methods

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Regression-type inference in nonparametric autoregression

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Automatic Lag Selection in Covariance Matrix Estimation

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Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes

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Tapered block bootstrap

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The local bootstrap for Markov processes

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A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation

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Large sample confidence regions based on subsamples under minimal assumptions

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Bootstrap in Markov-sequences based on estimates of transition density

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Q4727203

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Sitelinks

Mathematics(1 entry)

mardi Publication:4832060