Bootstrap methods for dependent data: a review (Q743759)

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English	Bootstrap methods for dependent data: a review	scientific article

Statements

scholarly article

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Bootstrap methods for dependent data: a review (English)

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Jens-Peter Kreiss

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Efstathios Paparoditis

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Journal of the Korean Statistical Society

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publication date

30 September 2014

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zbMATH Keywords

stochastic processes

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bootstrap methods

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time series

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jkss.2011.08.009

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

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the Block-Block Bootstrap: Improved Asymptotic Refinements

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Bootstrapping Markov chains: Countable case

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Bootstrapping unstable first-order autoregressive processes

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A bootstrap test for time series linearity

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Recent developments in bootstrapping time series

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Blockwise bootstrapped empirical process for stationary sequences

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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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Bootstraps for time series

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Block length selection in the bootstrap for time series

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A new mixing notion and functional central limit theorems for a sieve bootstrap in time series

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Edgeworth correction by bootstrap in autoregressions

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Bootstrap in moving average models

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Time series: theory and methods.

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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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Asymptotic normality of spectral estimates

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A frequency domain bootstrap for ratio statistics in time series analysis

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On asymptotic properties of bootstrap for AR(1) processes

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Bootstrap Inference for a First-Order Autoregression with Positive Innovations

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

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Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities

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Bootstrapping realized multivariate volatility measures

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Bootstrap methods: another look at the jackknife

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On bootstrapping kernel spectral estimates

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BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS

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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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Bootstrap autoregressive order selection

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On bootstrapping two-stage least-squares estimates in stationary linear models

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Consistency of the stationary bootstrap under weak moment conditions

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Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity

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Second-order correctness of the blockwise bootstrap for stationary observations

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Resampling a coverage pattern

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The bootstrap and Edgeworth expansion

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On blocking rules for the bootstrap with dependent data

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Inference in Arch and Garch Models with Heavy-Tailed Errors

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Bootstrap Methods for Time Series

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Bootstrapping general first order autoregression

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An alternative bootstrap to moving blocks for time series regression models

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Bootstrap specification tests for linear covariance stationary processes

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Bootstrap Methods for Markov Processes

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The multiple hybrid bootstrap -- resampling multivariate linear processes

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Properties of a block bootstrap under long-range dependence

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TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain

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Bootstrap tests for simple structures in nonparametric time series regression

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Autoregressive-aided periodogram bootstrap for time series

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Bootstrapping Locally Stationary Processes

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On the range of validity of the autoregressive sieve bootstrap

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The jackknife and the bootstrap for general stationary observations

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On the moving block bootstrap under long range dependence

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Theoretical comparisons of block bootstrap methods

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Resampling methods for dependent data

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A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods

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Bootstrapping time series models

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Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

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Regression-type inference in nonparametric autoregression

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Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations

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A note on the stationary bootstrap's variance

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

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A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model

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The Local Bootstrap for Periodogram Statistics

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The local bootstrap for kernel estimators under general dependence conditions

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A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS

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Tapered block bootstrap

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The tapered block bootstrap for general statistics from stationary sequences

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Local block bootstrap

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The local bootstrap for Markov processes

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Residual-Based Block Bootstrap for Unit Root Testing

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Bootstrapping Unit Root Tests for Autoregressive Time Series

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Resampling and Subsampling for Financial Time Series

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ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP

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AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES

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Unit root testing via the stationary bootstrap

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Bootstrap prediction for returns and volatilities in GARCH models

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Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

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The impact of bootstrap methods on time series analysis

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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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The Stationary Bootstrap

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Automatic Block-Length Selection for the Dependent Bootstrap

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Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes

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Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

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A sieve bootstrap test for stationarity.

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Blockwise bootstrap testing for stationarity

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Bootstrap in Markov-sequences based on estimates of transition density

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Asymptotic normality, strong mixing and spectral density estimates

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Bootstrapping the Local Periodogram of Locally Stationary Processes

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The Dependent Wild Bootstrap

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The jackknife and bootstrap

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Asymptotic spectral theory for nonlinear time series

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Asymptotic Statistics

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Jackknife, bootstrap and other resampling methods in regression analysis

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Bootstrap Techniques for Signal Processing

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Identifiers

zbMATH Open document ID

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10.1016/j.jkss.2011.08.009

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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