Local block bootstrap

DOI10.1016/S1631-073X(02)02578-5MaRDI QIDQ1565905zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Dimitris Politis

Publication date 27 May 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s1631-073x(02)02578-5

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• Fitting time series models to nonstationary processes
• Fixed design regression for time series: Asymptotic normality
• Local bootstrap
• On the Kullback-Leibler information divergence of locally stationary processes
• Subsampling
• The jackknife and the bootstrap for general stationary observations

Cited in

(13)

• The impact of bootstrap methods on time series analysis
• Indirect inference for locally stationary models
• Bootstrapping pre-averaged realized volatility under market microstructure noise
• A bootstrap functional central limit theorem for time-varying linear processes
• Predictive inference for locally stationary time series with an application to climate data
• Bootstrap-assisted unit root testing with piecewise locally stationary errors
• Local block bootstrap inference for trending time series
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• Block bootstrap consistency under weak assumptions
• The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
• On inference validity of weighted U-statistics under data heterogeneity
• Bootstrap methods for dependent data: a review

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